BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
| 2024-09-02 2:20:58 PM |
Chg.-0.010 |
Bid2024-09-02 |
Ask2024-09-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-0.58% |
1.710
Bid Size: 13,000 |
1.810
Ask Size: 13,000 |
Newell Brands Inc |
6.50 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ11V6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.58 |
| Parity: |
0.53 |
| Time value: |
1.23 |
| Break-even: |
7.65 |
| Moneyness: |
1.09 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
2.55 |
| Rho: |
0.04 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.710 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-34.23% |
| 3 Months |
|
|
-23.32% |
| YTD |
|
|
-47.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.690 |
| 1M High / 1M Low: |
2.600 |
1.570 |
| 6M High / 6M Low: |
3.200 |
0.970 |
| High (YTD): |
2024-01-09 |
3.380 |
| Low (YTD): |
2024-07-10 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.983 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.70% |
| Volatility 6M: |
|
221.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
