BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
| 8/2/2024 9:50:32 PM |
Chg.-0.130 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-8.84% |
1.390
Bid Size: 11,100 |
1.410
Ask Size: 11,100 |
Newell Brands Inc |
7.50 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
0.68 |
| Time value: |
0.73 |
| Break-even: |
8.28 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
3.70 |
| Rho: |
0.02 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.250 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.21% |
| 1 Month |
|
|
+226.83% |
| 3 Months |
|
|
+12.61% |
| YTD |
|
|
-41.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.340 |
| 1M High / 1M Low: |
1.920 |
0.330 |
| 6M High / 6M Low: |
1.960 |
0.330 |
| High (YTD): |
1/9/2024 |
2.430 |
| Low (YTD): |
7/10/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
772.727 |
| Avg. price 6M: |
|
1.099 |
| Avg. volume 6M: |
|
239.370 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,000.44% |
| Volatility 6M: |
|
437.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
