BNP Paribas Call 7 NWL 19.12.2025
/ DE000PZ11V79
BNP Paribas Call 7 NWL 19.12.2025/ DE000PZ11V79 /
09/07/2024 19:50:36 |
Chg.-0.080 |
Bid20:08:32 |
Ask20:08:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-8.33% |
0.870 Bid Size: 45,000 |
0.890 Ask Size: 45,000 |
Newell Brands Inc |
7.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PZ11V7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.45 |
Parity: |
-0.78 |
Time value: |
0.99 |
Break-even: |
7.45 |
Moneyness: |
0.88 |
Premium: |
0.31 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
3.13 |
Rho: |
0.03 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.810 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-48.84% |
3 Months |
|
|
-56.00% |
YTD |
|
|
-70.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.900 |
1M High / 1M Low: |
1.730 |
0.900 |
6M High / 6M Low: |
3.120 |
0.900 |
High (YTD): |
09/01/2024 |
3.120 |
Low (YTD): |
05/07/2024 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.991 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.97% |
Volatility 6M: |
|
128.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |