BNP Paribas Call 8 NWL 20.12.2024
/ DE000PZ11VV9
BNP Paribas Call 8 NWL 20.12.2024/ DE000PZ11VV9 /
| 2024-11-12 9:50:39 PM |
Chg.-0.090 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-6.77% |
1.210
Bid Size: 7,700 |
1.230
Ask Size: 7,700 |
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: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.62 |
| Parity: |
1.24 |
| Time value: |
0.13 |
| Break-even: |
8.87 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
5.47 |
| Rho: |
0.01 |
Quote data
| Open: |
1.320 |
| High: |
1.340 |
| Low: |
1.240 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.53% |
| 1 Month |
|
|
+202.44% |
| 3 Months |
|
|
+226.32% |
| YTD |
|
|
-38.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.940 |
| 1M High / 1M Low: |
1.570 |
0.310 |
| 6M High / 6M Low: |
1.570 |
0.220 |
| High (YTD): |
2024-01-09 |
2.120 |
| Low (YTD): |
2024-07-10 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
828.15% |
| Volatility 6M: |
|
648.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
