BNP Paribas Call 7.5 NWL 20.12.2024
/ DE000PZ11VU1
BNP Paribas Call 7.5 NWL 20.12.20.../ DE000PZ11VU1 /
8/1/2024 8:40:10 AM |
Chg.-0.13 |
Bid9:25:02 PM |
Ask9:25:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
-7.65% |
1.40 Bid Size: 21,200 |
1.42 Ask Size: 21,200 |
Newell Brands Inc |
7.50 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
1.01 |
Implied volatility: |
0.51 |
Historic volatility: |
0.58 |
Parity: |
1.01 |
Time value: |
0.58 |
Break-even: |
8.52 |
Moneyness: |
1.15 |
Premium: |
0.07 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.27% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
3.67 |
Rho: |
0.02 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+273.81% |
1 Month |
|
|
+313.16% |
3 Months |
|
|
+12.14% |
YTD |
|
|
-30.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.85 |
0.38 |
1M High / 1M Low: |
1.85 |
0.24 |
6M High / 6M Low: |
1.89 |
0.24 |
High (YTD): |
1/9/2024 |
2.42 |
Low (YTD): |
7/10/2024 |
0.24 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.57 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.04 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,319.86% |
Volatility 6M: |
|
574.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |