BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
16/07/2024 14:21:01 |
Chg.0.000 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
0.00% |
0.480 Bid Size: 28,800 |
0.580 Ask Size: 28,800 |
Newell Brands Inc |
7.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ11V1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 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: |
11.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.44 |
Parity: |
-1.12 |
Time value: |
0.50 |
Break-even: |
7.38 |
Moneyness: |
0.84 |
Premium: |
0.28 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.02 |
Spread %: |
4.17% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
4.63 |
Rho: |
0.01 |
Quote data
Open: |
0.470 |
High: |
0.480 |
Low: |
0.470 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+45.45% |
1 Month |
|
|
-34.25% |
3 Months |
|
|
-48.94% |
YTD |
|
|
-79.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.330 |
1M High / 1M Low: |
0.630 |
0.330 |
6M High / 6M Low: |
2.130 |
0.330 |
High (YTD): |
09/01/2024 |
2.430 |
Low (YTD): |
10/07/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
2,900 |
Avg. price 1M: |
|
0.457 |
Avg. volume 1M: |
|
809.524 |
Avg. price 6M: |
|
1.199 |
Avg. volume 6M: |
|
239.370 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.19% |
Volatility 6M: |
|
179.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |