BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
| 9/17/2024 7:05:16 PM |
Chg.-0.150 |
Bid7:07:08 PM |
Ask7:07:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-7.01% |
1.990
Bid Size: 23,600 |
2.010
Ask Size: 23,600 |
Newell Brands Inc |
6.50 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
1.11 |
| Time value: |
1.05 |
| Break-even: |
8.00 |
| Moneyness: |
1.19 |
| Premium: |
0.15 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
2.40 |
| Rho: |
0.04 |
Quote data
| Open: |
2.130 |
| High: |
2.170 |
| Low: |
1.990 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.37% |
| 1 Month |
|
|
+5.29% |
| 3 Months |
|
|
+27.56% |
| YTD |
|
|
-38.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.740 |
| 1M High / 1M Low: |
2.230 |
1.690 |
| 6M High / 6M Low: |
3.200 |
0.970 |
| High (YTD): |
1/9/2024 |
3.380 |
| Low (YTD): |
7/10/2024 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.59% |
| Volatility 6M: |
|
221.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
