BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
2024-07-26 9:50:29 PM |
Chg.+1.420 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.920EUR |
+284.00% |
1.930 Bid Size: 9,500 |
1.950 Ask Size: 9,500 |
Newell Brands Inc |
7.50 USD |
2025-01-17 |
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: |
2025-01-17 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-01-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.54 |
Historic volatility: |
0.58 |
Parity: |
1.30 |
Time value: |
0.65 |
Break-even: |
8.86 |
Moneyness: |
1.19 |
Premium: |
0.08 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
1.04% |
Delta: |
0.76 |
Theta: |
0.00 |
Omega: |
3.19 |
Rho: |
0.02 |
Quote data
Open: |
0.470 |
High: |
1.970 |
Low: |
0.470 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+255.56% |
1 Month |
|
|
+336.36% |
3 Months |
|
|
+45.45% |
YTD |
|
|
-16.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.920 |
0.480 |
1M High / 1M Low: |
1.920 |
0.330 |
6M High / 6M Low: |
2.130 |
0.330 |
High (YTD): |
2024-01-09 |
2.430 |
Low (YTD): |
2024-07-10 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.774 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.530 |
Avg. volume 1M: |
|
809.524 |
Avg. price 6M: |
|
1.113 |
Avg. volume 6M: |
|
239.370 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,018.55% |
Volatility 6M: |
|
437.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |