BNP Paribas Call 7.5 NWL 17.01.20.../  DE000PZ11V12  /

Frankfurt Zert./BNP
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:   -