BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
| 11/10/2024 21:50:29 |
Chg.+0.010 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
1.000
Bid Size: 12,100 |
1.020
Ask Size: 12,100 |
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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.57 |
| Parity: |
0.47 |
| Time value: |
0.49 |
| Break-even: |
7.36 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
4.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.940 |
| High: |
0.980 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.49% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
-62.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.260 |
0.720 |
| 6M High / 6M Low: |
2.240 |
0.420 |
| High (YTD): |
09/01/2024 |
2.700 |
| Low (YTD): |
10/07/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.087 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.35% |
| Volatility 6M: |
|
391.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
