BNP Paribas Call 7.5 NWL 17.01.2025
/ DE000PZ11V12
BNP Paribas Call 7.5 NWL 17.01.20.../ DE000PZ11V12 /
| 2024-07-09 10:44:24 AM |
Chg.- |
Bid8:02:02 AM |
Ask8:02:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.45 |
| Parity: |
-1.24 |
| Time value: |
0.43 |
| Break-even: |
7.35 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
4.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
-56.52% |
| 3 Months |
|
|
-68.99% |
| YTD |
|
|
-82.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.930 |
0.350 |
| 6M High / 6M Low: |
2.310 |
0.350 |
| High (YTD): |
2024-01-09 |
2.470 |
| Low (YTD): |
2024-07-08 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.38% |
| Volatility 6M: |
|
173.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
