BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 09/07/2024 21:50:25 |
Chg.-0.100 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-21.28% |
0.370
Bid Size: 34,000 |
0.390
Ask Size: 34,000 |
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: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.45 |
| Parity: |
-0.78 |
| Time value: |
0.49 |
| Break-even: |
6.95 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
4.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.360 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.28% |
| 1 Month |
|
|
-66.36% |
| 3 Months |
|
|
-74.66% |
| YTD |
|
|
-85.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
1.110 |
0.430 |
| 6M High / 6M Low: |
2.660 |
0.430 |
| High (YTD): |
09/01/2024 |
2.660 |
| Low (YTD): |
05/07/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.45% |
| Volatility 6M: |
|
169.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
