BNP Paribas Call 8.5 NWL 20.12.2024
/ DE000PZ11VW7
BNP Paribas Call 8.5 NWL 20.12.20.../ DE000PZ11VW7 /
| 15/11/2024 21:50:42 |
Chg.-0.110 |
Bid21:56:19 |
Ask21:56:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-17.46% |
0.530
Bid Size: 11,200 |
0.590
Ask Size: 11,200 |
Newell Brands Inc |
8.50 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.62 |
| Parity: |
0.44 |
| Time value: |
0.24 |
| Break-even: |
8.75 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.630 |
| Low: |
0.520 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.23% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
+57.58% |
| YTD |
|
|
-70.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.630 |
| 1M High / 1M Low: |
1.190 |
0.210 |
| 6M High / 6M Low: |
1.260 |
0.180 |
| High (YTD): |
09/01/2024 |
1.880 |
| Low (YTD): |
10/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
856.91% |
| Volatility 6M: |
|
690.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
