BNP Paribas Call 7.5 NWL 19.12.2025
/ DE000PZ11V87
BNP Paribas Call 7.5 NWL 19.12.20.../ DE000PZ11V87 /
| 2024-08-02 6:05:15 PM |
Chg.-0.130 |
Bid2024-08-02 |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-5.78% |
2.120
Bid Size: 22,000 |
2.140
Ask Size: 22,000 |
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: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.58 |
| Parity: |
0.79 |
| Time value: |
1.49 |
| Break-even: |
9.23 |
| Moneyness: |
1.11 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
2.42 |
| Rho: |
0.04 |
Quote data
| Open: |
2.220 |
| High: |
2.220 |
| Low: |
2.020 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.30% |
| 1 Month |
|
|
+152.38% |
| 3 Months |
|
|
+21.14% |
| YTD |
|
|
-22.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
2.250 |
| 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: |
|
2.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
544.51% |
| Volatility 6M: |
|
261.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
