BNP Paribas Call 8.5 NWL 20.12.2024
/ DE000PZ11VW7
BNP Paribas Call 8.5 NWL 20.12.20.../ DE000PZ11VW7 /
8/2/2024 9:50:43 PM |
Chg.-0.090 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-9.89% |
0.860 Bid Size: 14,800 |
0.880 Ask Size: 14,800 |
Newell Brands Inc |
8.50 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ11VW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.57 |
Parity: |
-0.24 |
Time value: |
0.88 |
Break-even: |
8.67 |
Moneyness: |
0.97 |
Premium: |
0.15 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
2.33% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
4.63 |
Rho: |
0.01 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.750 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.92% |
1 Month |
|
|
+331.58% |
3 Months |
|
|
+10.81% |
YTD |
|
|
-54.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.820 |
1M High / 1M Low: |
1.260 |
0.180 |
6M High / 6M Low: |
1.430 |
0.180 |
High (YTD): |
1/9/2024 |
1.880 |
Low (YTD): |
7/10/2024 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.692 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,374.79% |
Volatility 6M: |
|
602.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |