BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
| 12/09/2024 11:21:11 |
Chg.0.000 |
Bid12/09/2024 |
Ask12/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.400
Bid Size: 27,200 |
0.500
Ask Size: 27,200 |
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: |
15.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
-1.10 |
| Time value: |
0.42 |
| Break-even: |
8.14 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
5.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.53% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-31.03% |
| YTD |
|
|
-78.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.330 |
| 1M High / 1M Low: |
0.530 |
0.320 |
| 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: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.637 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.82% |
| Volatility 6M: |
|
516.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
