BNP Paribas Call 8.5 NWL 19.12.2025
/ DE000PZ11WA1
BNP Paribas Call 8.5 NWL 19.12.20.../ DE000PZ11WA1 /
| 11/13/2024 8:39:47 AM |
Chg.-0.15 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-6.88% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
8.50 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.62 |
| Parity: |
0.64 |
| Time value: |
1.43 |
| Break-even: |
10.08 |
| Moneyness: |
1.08 |
| Premium: |
0.17 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.04 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.84% |
| 1 Month |
|
|
+86.24% |
| 3 Months |
|
|
+128.09% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.81 |
| 1M High / 1M Low: |
2.33 |
0.96 |
| 6M High / 6M Low: |
2.33 |
0.49 |
| High (YTD): |
1/9/2024 |
2.45 |
| Low (YTD): |
7/10/2024 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.14% |
| Volatility 6M: |
|
354.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
