BNP Paribas Call 7.5 NWL 19.12.2025
/ DE000PZ11V87
BNP Paribas Call 7.5 NWL 19.12.20.../ DE000PZ11V87 /
2024-07-26 9:50:40 PM |
Chg.+1.620 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
+155.77% |
2.680 Bid Size: 9,700 |
2.700 Ask Size: 9,700 |
Newell Brands Inc |
7.50 USD |
2025-12-19 |
Call |
Master data
WKN: |
PZ11V8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.90 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.52 |
Historic volatility: |
0.58 |
Parity: |
1.30 |
Time value: |
1.40 |
Break-even: |
9.61 |
Moneyness: |
1.19 |
Premium: |
0.17 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
0.75% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
2.28 |
Rho: |
0.05 |
Quote data
Open: |
1.030 |
High: |
2.730 |
Low: |
1.030 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+148.60% |
1 Month |
|
|
+198.88% |
3 Months |
|
|
+40.00% |
YTD |
|
|
-2.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.660 |
1.020 |
1M High / 1M Low: |
2.660 |
0.710 |
6M High / 6M Low: |
2.660 |
0.710 |
High (YTD): |
2024-01-09 |
2.880 |
Low (YTD): |
2024-07-10 |
0.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.362 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.634 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
568.01% |
Volatility 6M: |
|
261.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |