BNP Paribas Call 9 NWL 17.01.2025
/ DE000PZ11V46
BNP Paribas Call 9 NWL 17.01.2025/ DE000PZ11V46 /
7/9/2024 9:50:33 PM |
Chg.-0.030 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-14.29% |
0.180 Bid Size: 50,000 |
0.200 Ask Size: 50,000 |
Newell Brands Inc |
9.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PZ11V4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
12/4/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.45 |
Parity: |
-2.62 |
Time value: |
0.23 |
Break-even: |
8.54 |
Moneyness: |
0.68 |
Premium: |
0.50 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
5.48 |
Rho: |
0.01 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-60.87% |
3 Months |
|
|
-76.32% |
YTD |
|
|
-88.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.190 |
1M High / 1M Low: |
0.460 |
0.190 |
6M High / 6M Low: |
1.720 |
0.190 |
High (YTD): |
1/9/2024 |
1.720 |
Low (YTD): |
7/5/2024 |
0.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.272 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.757 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.22% |
Volatility 6M: |
|
203.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |