BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
| 11/15/2024 8:41:48 AM |
Chg.-0.14 |
Bid2:52:58 PM |
Ask2:52:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
-6.90% |
1.90
Bid Size: 7,600 |
2.00
Ask Size: 7,600 |
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: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.62 |
| Parity: |
1.86 |
| Time value: |
0.07 |
| Break-even: |
8.58 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.03 |
| Spread %: |
-1.53% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
4.18 |
| Rho: |
0.01 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.97% |
| 1 Month |
|
|
+105.43% |
| 3 Months |
|
|
+152.00% |
| YTD |
|
|
-26.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
2.01 |
| 1M High / 1M Low: |
2.48 |
0.75 |
| 6M High / 6M Low: |
2.48 |
0.37 |
| High (YTD): |
1/9/2024 |
2.74 |
| Low (YTD): |
7/10/2024 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
796.57% |
| Volatility 6M: |
|
527.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
