BNP Paribas Call 9 NWL 17.01.2025
/ DE000PZ11V46
BNP Paribas Call 9 NWL 17.01.2025/ DE000PZ11V46 /
7/26/2024 9:50:40 PM |
Chg.+0.890 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
+356.00% |
1.150 Bid Size: 13,200 |
1.170 Ask Size: 13,200 |
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: |
7.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.58 |
Parity: |
-0.08 |
Time value: |
1.17 |
Break-even: |
9.46 |
Moneyness: |
0.99 |
Premium: |
0.15 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
1.74% |
Delta: |
0.58 |
Theta: |
0.00 |
Omega: |
4.05 |
Rho: |
0.02 |
Quote data
Open: |
0.220 |
High: |
1.180 |
Low: |
0.220 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+307.14% |
1 Month |
|
|
+442.86% |
3 Months |
|
|
+50.00% |
YTD |
|
|
-30.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.230 |
1M High / 1M Low: |
1.140 |
0.180 |
6M High / 6M Low: |
1.430 |
0.180 |
High (YTD): |
1/9/2024 |
1.720 |
Low (YTD): |
7/9/2024 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.641 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,265.30% |
Volatility 6M: |
|
539.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |