BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
18/10/2024 08:43:48 |
Chg.-0.040 |
Bid10:22:41 |
Ask10:22:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-5.00% |
0.760 Bid Size: 14,000 |
0.860 Ask Size: 14,000 |
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: |
8.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.49 |
Historic volatility: |
0.58 |
Parity: |
0.17 |
Time value: |
0.62 |
Break-even: |
7.72 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
5.38 |
Rho: |
0.01 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.04% |
1 Month |
|
|
-1.30% |
3 Months |
|
|
+16.92% |
YTD |
|
|
-67.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.640 |
1M High / 1M Low: |
0.810 |
0.500 |
6M High / 6M Low: |
1.930 |
0.290 |
High (YTD): |
09/01/2024 |
2.470 |
Low (YTD): |
10/07/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.685 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.857 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.27% |
Volatility 6M: |
|
488.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |