BNP Paribas Call 7.5 NWL 20.12.2024
/ DE000PZ11VU1
BNP Paribas Call 7.5 NWL 20.12.20.../ DE000PZ11VU1 /
| 07/10/2024 13:43:41 |
Chg.+0.050 |
Bid20:20:30 |
Ask20:20:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+9.26% |
0.520
Bid Size: 36,200 |
0.540
Ask Size: 36,200 |
Newell Brands Inc |
7.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ11VU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
-0.02 |
| Time value: |
0.62 |
| Break-even: |
7.46 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.55 |
| Theta: |
0.00 |
| Omega: |
6.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.590 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.71% |
| 1 Month |
|
|
-24.36% |
| 3 Months |
|
|
+63.89% |
| YTD |
|
|
-74.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.540 |
| 1M High / 1M Low: |
0.910 |
0.420 |
| 6M High / 6M Low: |
1.850 |
0.240 |
| High (YTD): |
09/01/2024 |
2.420 |
| Low (YTD): |
10/07/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.37% |
| Volatility 6M: |
|
581.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
