BNP Paribas Call 8 NWL 20.12.2024
/ DE000PZ11VV9
BNP Paribas Call 8 NWL 20.12.2024/ DE000PZ11VV9 /
9/17/2024 8:40:45 AM |
Chg.-0.070 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-10.45% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
8.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.57 |
Parity: |
-0.24 |
Time value: |
0.63 |
Break-even: |
7.82 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
3.28% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
5.64 |
Rho: |
0.01 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.85% |
1 Month |
|
|
+27.66% |
3 Months |
|
|
+25.00% |
YTD |
|
|
-70.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.370 |
1M High / 1M Low: |
0.670 |
0.350 |
6M High / 6M Low: |
1.540 |
0.190 |
High (YTD): |
1/9/2024 |
2.160 |
Low (YTD): |
7/10/2024 |
0.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.454 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.700 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.10% |
Volatility 6M: |
|
688.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |