BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 25/07/2024 17:35:14 |
Chg.+0.030 |
Bid17:35:53 |
Ask17:35:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.580
Bid Size: 44,200 |
0.600
Ask Size: 44,200 |
Newell Brands Inc |
7.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ11VT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.45 |
| Parity: |
-0.65 |
| Time value: |
0.57 |
| Break-even: |
7.03 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
4.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.24% |
| 1 Month |
|
|
+13.46% |
| 3 Months |
|
|
-41.00% |
| YTD |
|
|
-76.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.560 |
| 1M High / 1M Low: |
0.760 |
0.360 |
| 6M High / 6M Low: |
2.380 |
0.360 |
| High (YTD): |
09/01/2024 |
2.660 |
| Low (YTD): |
10/07/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.46% |
| Volatility 6M: |
|
184.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
