BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
| 7/10/2024 5:50:34 PM |
Chg.-0.050 |
Bid5:52:43 PM |
Ask5:52:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-11.90% |
0.390
Bid Size: 72,800 |
0.410
Ask Size: 72,800 |
Newell Brands Inc |
7.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.46 |
| Parity: |
-1.17 |
| Time value: |
0.43 |
| Break-even: |
6.90 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.85% |
| 1 Month |
|
|
-67.83% |
| 3 Months |
|
|
-72.79% |
| YTD |
|
|
-85.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.420 |
| 1M High / 1M Low: |
1.180 |
0.420 |
| 6M High / 6M Low: |
2.600 |
0.420 |
| High (YTD): |
1/9/2024 |
2.700 |
| Low (YTD): |
7/9/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.49% |
| Volatility 6M: |
|
164.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
