BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
| 9/17/2024 8:40:45 AM |
Chg.-0.060 |
Bid5:50:54 PM |
Ask5:50:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-10.34% |
0.500
Bid Size: 44,600 |
0.520
Ask Size: 44,600 |
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: |
12.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.57 |
| Parity: |
-0.69 |
| Time value: |
0.54 |
| Break-even: |
8.18 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
5.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
+20.93% |
| YTD |
|
|
-71.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.320 |
| 1M High / 1M Low: |
0.580 |
0.320 |
| 6M High / 6M Low: |
1.380 |
0.190 |
| High (YTD): |
1/9/2024 |
1.970 |
| Low (YTD): |
7/10/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.48% |
| Volatility 6M: |
|
610.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
