BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
18/10/2024 08:43:48 |
Chg.-0.05 |
Bid16:58:27 |
Ask16:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.03EUR |
-4.63% |
1.09 Bid Size: 22,600 |
1.11 Ask Size: 22,600 |
Newell Brands Inc |
7.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.50 |
Historic volatility: |
0.58 |
Parity: |
0.63 |
Time value: |
0.43 |
Break-even: |
7.52 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
1.92% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
4.70 |
Rho: |
0.01 |
Quote data
Open: |
1.03 |
High: |
1.03 |
Low: |
1.03 |
Previous Close: |
1.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.57% |
1 Month |
|
|
+0.98% |
3 Months |
|
|
+25.61% |
YTD |
|
|
-60.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
0.92 |
1M High / 1M Low: |
1.08 |
0.70 |
6M High / 6M Low: |
2.25 |
0.37 |
High (YTD): |
09/01/2024 |
2.74 |
Low (YTD): |
10/07/2024 |
0.37 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.08 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.58% |
Volatility 6M: |
|
426.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |