BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 13/11/2024 21:50:31 |
Chg.-0.180 |
Bid21:59:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
-8.49% |
2.000
Bid Size: 7,100 |
-
Ask Size: - |
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: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.62 |
| Parity: |
2.05 |
| Time value: |
0.07 |
| Break-even: |
8.71 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.44% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.83 |
| Rho: |
0.01 |
Quote data
| Open: |
2.050 |
| High: |
2.130 |
| Low: |
1.860 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.60% |
| 1 Month |
|
|
+120.45% |
| 3 Months |
|
|
+142.50% |
| YTD |
|
|
-23.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.770 |
| 1M High / 1M Low: |
2.410 |
0.690 |
| 6M High / 6M Low: |
2.410 |
0.360 |
| High (YTD): |
09/01/2024 |
2.660 |
| Low (YTD): |
10/07/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.053 |
| Avg. volume 6M: |
|
37.879 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
559.32% |
| Volatility 6M: |
|
487.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
