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: |
|
- |
