BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
| 11/18/2024 5:21:13 PM |
Chg.0.000 |
Bid5:26:44 PM |
Ask5:26:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
0.00% |
0.680
Bid Size: 23,000 |
0.700
Ask Size: 23,000 |
Newell Brands Inc |
8.50 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.62 |
| Parity: |
0.28 |
| Time value: |
0.47 |
| Break-even: |
8.82 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
6.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.760 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.61% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
+58.14% |
| YTD |
|
|
-63.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.680 |
| 1M High / 1M Low: |
1.310 |
0.270 |
| 6M High / 6M Low: |
1.370 |
0.220 |
| High (YTD): |
1/9/2024 |
1.930 |
| Low (YTD): |
7/10/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
785.08% |
| Volatility 6M: |
|
597.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
