BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
| 16/07/2024 11:50:38 |
Chg.-0.010 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.470
Bid Size: 29,000 |
0.570
Ask Size: 29,000 |
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: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.42% |
| 1 Month |
|
|
-35.62% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-79.65% |
| 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: |
|
- |
