BNP Paribas Call 8 NWL 20.12.2024
/ DE000PZ11VV9
BNP Paribas Call 8 NWL 20.12.2024/ DE000PZ11VV9 /
2024-09-06 8:43:14 AM |
Chg.+0.030 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+5.56% |
- Bid Size: - |
- Ask Size: - |
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: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.57 |
Parity: |
-0.35 |
Time value: |
0.61 |
Break-even: |
7.83 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
3.39% |
Delta: |
0.49 |
Theta: |
0.00 |
Omega: |
5.55 |
Rho: |
0.01 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.02% |
1 Month |
|
|
+3.64% |
3 Months |
|
|
-19.72% |
YTD |
|
|
-71.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.350 |
1M High / 1M Low: |
0.590 |
0.350 |
6M High / 6M Low: |
1.540 |
0.190 |
High (YTD): |
2024-01-09 |
2.160 |
Low (YTD): |
2024-07-10 |
0.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.730 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.57% |
Volatility 6M: |
|
685.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |