BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
| 2024-11-12 8:41:05 AM |
Chg.+0.04 |
Bid9:57:59 PM |
Ask9:57:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+3.85% |
0.99
Bid Size: 9,300 |
1.01
Ask Size: 9,300 |
Newell Brands Inc |
8.50 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.62 |
| Parity: |
0.77 |
| Time value: |
0.35 |
| Break-even: |
9.09 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
5.68 |
| Rho: |
0.01 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
+208.57% |
| 3 Months |
|
|
+163.41% |
| YTD |
|
|
-41.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.76 |
| 1M High / 1M Low: |
1.34 |
0.24 |
| 6M High / 6M Low: |
1.38 |
0.19 |
| High (YTD): |
2024-01-09 |
1.97 |
| Low (YTD): |
2024-07-10 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,645.11% |
| Volatility 6M: |
|
880.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
