BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
9/12/2024 11:21:11 AM |
Chg.0.000 |
Bid9/12/2024 |
Ask9/12/2024 |
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 |
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: |
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): |
1/9/2024 |
1.930 |
Low (YTD): |
7/10/2024 |
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: |
|
- |