BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
14/10/2024 14:50:42 |
Chg.+0.010 |
Bid14/10/2024 |
Ask14/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+2.78% |
0.370 Bid Size: 24,700 |
0.470 Ask Size: 24,700 |
Newell Brands Inc |
8.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ11V3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.58 |
Parity: |
-0.82 |
Time value: |
0.40 |
Break-even: |
8.18 |
Moneyness: |
0.89 |
Premium: |
0.18 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.38 |
Theta: |
0.00 |
Omega: |
6.66 |
Rho: |
0.01 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.370 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.63% |
1 Month |
|
|
-33.93% |
3 Months |
|
|
+27.59% |
YTD |
|
|
-79.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.320 |
1M High / 1M Low: |
0.520 |
0.260 |
6M High / 6M Low: |
1.370 |
0.220 |
High (YTD): |
09/01/2024 |
1.930 |
Low (YTD): |
10/07/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.545 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.20% |
Volatility 6M: |
|
522.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |