BNP Paribas Call 8 NWL 20.12.2024
/ DE000PZ11VV9
BNP Paribas Call 8 NWL 20.12.2024/ DE000PZ11VV9 /
| 2024-07-26 9:50:40 PM |
Chg.+1.210 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+378.13% |
1.550
Bid Size: 10,300 |
1.570
Ask Size: 10,300 |
Newell Brands Inc |
8.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11VV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.58 |
| Parity: |
0.84 |
| Time value: |
0.73 |
| Break-even: |
8.94 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
1.580 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+302.63% |
| 1 Month |
|
|
+446.43% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-23.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
0.320 |
| 1M High / 1M Low: |
1.530 |
0.220 |
| 6M High / 6M Low: |
1.820 |
0.220 |
| High (YTD): |
2024-01-09 |
2.120 |
| Low (YTD): |
2024-07-10 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.864 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,345.95% |
| Volatility 6M: |
|
565.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
