BNP Paribas Call 8.5 NWL 19.12.2025
/ DE000PZ11WA1
BNP Paribas Call 8.5 NWL 19.12.20.../ DE000PZ11WA1 /
| 09/07/2024 10:44:24 |
Chg.+0.060 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+10.91% |
0.610
Bid Size: 30,000 |
0.710
Ask Size: 30,000 |
Newell Brands Inc |
8.50 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PZ11WA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.45 |
| Parity: |
-2.16 |
| Time value: |
0.63 |
| Break-even: |
8.48 |
| Moneyness: |
0.72 |
| Premium: |
0.49 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
3.57 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.31% |
| 3 Months |
|
|
-55.15% |
| YTD |
|
|
-73.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
1.150 |
0.550 |
| 6M High / 6M Low: |
2.450 |
0.550 |
| High (YTD): |
09/01/2024 |
2.450 |
| Low (YTD): |
08/07/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.68% |
| Volatility 6M: |
|
142.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
