BNP Paribas Call 8 NWL 17.01.2025
/ DE000PZ11V20
BNP Paribas Call 8 NWL 17.01.2025/ DE000PZ11V20 /
| 7/9/2024 9:50:25 PM |
Chg.-0.050 |
Bid9:01:07 AM |
Ask9:01:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-16.13% |
0.260
Bid Size: 12,500 |
0.360
Ask Size: 12,500 |
Newell Brands Inc |
8.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11V2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.45 |
| Parity: |
-1.70 |
| Time value: |
0.34 |
| Break-even: |
7.73 |
| Moneyness: |
0.77 |
| Premium: |
0.36 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
5.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-63.89% |
| 3 Months |
|
|
-72.34% |
| YTD |
|
|
-87.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.740 |
0.260 |
| 6M High / 6M Low: |
2.070 |
0.260 |
| High (YTD): |
1/9/2024 |
2.170 |
| Low (YTD): |
7/9/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.74% |
| Volatility 6M: |
|
186.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
