BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
2024-06-28 9:50:30 PM |
Chg.+0.060 |
Bid9:53:10 PM |
Ask9:53:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+11.32% |
0.600 Bid Size: 21,500 |
0.620 Ask Size: 21,500 |
Newell Brands Inc |
7.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PZ11V0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.00 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: |
9.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.46 |
Parity: |
-0.55 |
Time value: |
0.62 |
Break-even: |
7.15 |
Moneyness: |
0.92 |
Premium: |
0.20 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
0.48 |
Theta: |
0.00 |
Omega: |
4.67 |
Rho: |
0.01 |
Quote data
Open: |
0.540 |
High: |
0.590 |
Low: |
0.540 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.27% |
1 Month |
|
|
-51.64% |
3 Months |
|
|
-67.04% |
YTD |
|
|
-77.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.530 |
1M High / 1M Low: |
1.410 |
0.530 |
6M High / 6M Low: |
2.700 |
0.530 |
High (YTD): |
2024-01-09 |
2.700 |
Low (YTD): |
2024-06-27 |
0.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.581 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.80% |
Volatility 6M: |
|
162.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |