BNP Paribas Call 9 NWL 17.01.2025
/ DE000PZ11V46
BNP Paribas Call 9 NWL 17.01.2025/ DE000PZ11V46 /
09/09/2024 08:42:22 |
Chg.+0.020 |
Bid17:33:57 |
Ask17:33:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+5.56% |
0.270 Bid Size: 81,200 |
0.290 Ask Size: 81,200 |
Newell Brands Inc |
9.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.57 |
Parity: |
-1.25 |
Time value: |
0.42 |
Break-even: |
8.54 |
Moneyness: |
0.85 |
Premium: |
0.24 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
5.80 |
Rho: |
0.01 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+52.00% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-20.83% |
YTD |
|
|
-76.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.240 |
1M High / 1M Low: |
0.400 |
0.230 |
6M High / 6M Low: |
1.150 |
0.170 |
High (YTD): |
09/01/2024 |
1.750 |
Low (YTD): |
10/07/2024 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.525 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.46% |
Volatility 6M: |
|
657.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |