BNP Paribas Call 9 NWL 20.12.2024
/ DE000PZ11VX5
BNP Paribas Call 9 NWL 20.12.2024/ DE000PZ11VX5 /
| 11/15/2024 9:50:31 PM |
Chg.-0.080 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-21.62% |
0.290
Bid Size: 16,700 |
0.350
Ask Size: 16,700 |
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: |
23.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.62 |
| Parity: |
-0.19 |
| Time value: |
0.36 |
| Break-even: |
8.91 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.06 |
| Spread %: |
20.00% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
10.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.290 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.27% |
| 1 Month |
|
|
+52.63% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
-81.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.290 |
| 1M High / 1M Low: |
0.860 |
0.140 |
| 6M High / 6M Low: |
1.030 |
0.130 |
| High (YTD): |
1/9/2024 |
1.650 |
| Low (YTD): |
9/25/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
889.62% |
| Volatility 6M: |
|
709.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
