BNP Paribas Call 8 NWL 17.01.2025
/ DE000PZ11V20
BNP Paribas Call 8 NWL 17.01.2025/ DE000PZ11V20 /
| 08/11/2024 21:50:26 |
Chg.+0.080 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+6.25% |
1.360
Bid Size: 8,600 |
1.380
Ask Size: 8,600 |
Newell Brands Inc |
8.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.61 |
| Parity: |
1.14 |
| Time value: |
0.24 |
| Break-even: |
8.84 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
5.02 |
| Rho: |
0.01 |
Quote data
| Open: |
1.270 |
| High: |
1.360 |
| Low: |
1.120 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.77% |
| 1 Month |
|
|
+183.33% |
| 3 Months |
|
|
+156.60% |
| YTD |
|
|
-33.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.040 |
| 1M High / 1M Low: |
1.660 |
0.380 |
| 6M High / 6M Low: |
1.660 |
0.260 |
| High (YTD): |
09/01/2024 |
2.170 |
| Low (YTD): |
10/07/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
685.33% |
| Volatility 6M: |
|
553.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
