BNP Paribas Call 8.5 NWL 20.12.2024
/ DE000PZ11VW7
BNP Paribas Call 8.5 NWL 20.12.20.../ DE000PZ11VW7 /
| 02/08/2024 21:50:43 |
Chg.-0.090 |
Bid21:59:40 |
Ask21:59:40 |
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 |
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: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.58 |
| Parity: |
-0.14 |
| Time value: |
0.93 |
| Break-even: |
8.81 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.56 |
| 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 |
|
|
+12.33% |
| YTD |
|
|
-54.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.910 |
| 1M High / 1M Low: |
1.260 |
0.180 |
| 6M High / 6M Low: |
1.430 |
0.180 |
| High (YTD): |
09/01/2024 |
1.880 |
| Low (YTD): |
10/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,372.78% |
| Volatility 6M: |
|
602.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
