BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
06/08/2024 21:50:44 |
Chg.-0.200 |
Bid21:51:37 |
Ask21:51:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-25.00% |
0.590 Bid Size: 20,600 |
0.630 Ask Size: 20,600 |
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: |
8.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.57 |
Parity: |
-0.44 |
Time value: |
0.86 |
Break-even: |
8.62 |
Moneyness: |
0.94 |
Premium: |
0.18 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.04 |
Spread %: |
4.88% |
Delta: |
0.52 |
Theta: |
0.00 |
Omega: |
4.42 |
Rho: |
0.01 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.600 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-50.82% |
1 Month |
|
|
+160.87% |
3 Months |
|
|
-31.03% |
YTD |
|
|
-67.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
0.800 |
1M High / 1M Low: |
1.370 |
0.220 |
6M High / 6M Low: |
1.480 |
0.220 |
High (YTD): |
09/01/2024 |
1.930 |
Low (YTD): |
10/07/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.569 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.752 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,227.26% |
Volatility 6M: |
|
518.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |