BNP Paribas Call 6.5 NWL 20.12.2024
/ DE000PZ11VS5
BNP Paribas Call 6.5 NWL 20.12.20.../ DE000PZ11VS5 /
| 18/09/2024 08:41:33 |
Chg.-0.19 |
Bid20:31:58 |
Ask20:31:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-13.29% |
1.21
Bid Size: 22,600 |
1.23
Ask Size: 22,600 |
Newell Brands Inc |
6.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ11VS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.57 |
| Parity: |
0.87 |
| Time value: |
0.39 |
| Break-even: |
7.10 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.98 |
| Rho: |
0.01 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.53% |
| 1 Month |
|
|
+4.20% |
| 3 Months |
|
|
+26.53% |
| YTD |
|
|
-56.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
0.98 |
| 1M High / 1M Low: |
1.54 |
0.98 |
| 6M High / 6M Low: |
2.55 |
0.42 |
| High (YTD): |
09/01/2024 |
3.00 |
| Low (YTD): |
10/07/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.27% |
| Volatility 6M: |
|
405.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
