BNP Paribas Call 8 NWL 20.12.2024
/ DE000PZ11VV9
BNP Paribas Call 8 NWL 20.12.2024/ DE000PZ11VV9 /
| 2024-08-02 9:50:41 PM |
Chg.-0.110 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-9.65% |
1.080
Bid Size: 12,600 |
1.100
Ask Size: 12,600 |
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: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
0.22 |
| Time value: |
0.88 |
| Break-even: |
8.43 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
4.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
0.950 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.68% |
| 1 Month |
|
|
+312.00% |
| 3 Months |
|
|
+13.19% |
| YTD |
|
|
-48.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.030 |
| 1M High / 1M Low: |
1.530 |
0.220 |
| 6M High / 6M Low: |
1.660 |
0.220 |
| High (YTD): |
2024-01-09 |
2.120 |
| Low (YTD): |
2024-07-10 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,289.41% |
| Volatility 6M: |
|
565.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
