BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
| 17/09/2024 17:50:38 |
Chg.-0.050 |
Bid18:01:12 |
Ask18:01:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-5.43% |
0.870
Bid Size: 28,800 |
0.890
Ask Size: 28,800 |
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: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
0.21 |
| Time value: |
0.73 |
| Break-even: |
7.68 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
4.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.62% |
| 1 Month |
|
|
+14.47% |
| 3 Months |
|
|
+38.10% |
| YTD |
|
|
-62.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.610 |
| 1M High / 1M Low: |
0.980 |
0.610 |
| 6M High / 6M Low: |
1.920 |
0.330 |
| High (YTD): |
09/01/2024 |
2.430 |
| Low (YTD): |
10/07/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.951 |
| Avg. volume 6M: |
|
237.500 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.45% |
| Volatility 6M: |
|
437.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
