BNP Paribas Call 9 NWL 20.12.2024
/ DE000PZ11VX5
BNP Paribas Call 9 NWL 20.12.2024/ DE000PZ11VX5 /
9/10/2024 12:21:04 PM |
Chg.-0.020 |
Bid9/10/2024 |
Ask9/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-9.09% |
0.200 Bid Size: 50,000 |
0.300 Ask Size: 50,000 |
Newell Brands Inc |
9.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ11VX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 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: |
27.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.57 |
Parity: |
-1.72 |
Time value: |
0.23 |
Break-even: |
8.39 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
1.61 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
0.25 |
Theta: |
0.00 |
Omega: |
6.92 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-25.93% |
3 Months |
|
|
-48.72% |
YTD |
|
|
-87.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.220 |
1M High / 1M Low: |
0.320 |
0.180 |
6M High / 6M Low: |
1.030 |
0.150 |
High (YTD): |
1/9/2024 |
1.650 |
Low (YTD): |
7/10/2024 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.272 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.460 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.66% |
Volatility 6M: |
|
617.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |