BNP Paribas Call 8.5 NWL 20.12.2024
/ DE000PZ11VW7
BNP Paribas Call 8.5 NWL 20.12.20.../ DE000PZ11VW7 /
2024-09-06 8:43:14 AM |
Chg.+0.030 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+7.89% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
8.50 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
-0.80 |
Time value: |
0.45 |
Break-even: |
8.12 |
Moneyness: |
0.90 |
Premium: |
0.18 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.02 |
Spread %: |
4.65% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
6.13 |
Rho: |
0.01 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.38% |
1 Month |
|
|
-2.38% |
3 Months |
|
|
-25.45% |
YTD |
|
|
-77.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.240 |
1M High / 1M Low: |
0.450 |
0.240 |
6M High / 6M Low: |
1.270 |
0.160 |
High (YTD): |
2024-01-09 |
1.910 |
Low (YTD): |
2024-07-10 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.582 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.31% |
Volatility 6M: |
|
732.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |