BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
10/10/2024 7:50:21 PM |
Chg.+0.070 |
Bid8:02:00 PM |
Ask8:02:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+8.86% |
0.850 Bid Size: 25,000 |
0.870 Ask Size: 25,000 |
Newell Brands Inc |
7.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.51 |
Historic volatility: |
0.57 |
Parity: |
0.37 |
Time value: |
0.45 |
Break-even: |
7.22 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.02 |
Spread %: |
2.50% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
5.39 |
Rho: |
0.01 |
Quote data
Open: |
0.790 |
High: |
0.940 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.67% |
1 Month |
|
|
+16.22% |
3 Months |
|
|
+138.89% |
YTD |
|
|
-66.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.750 |
1M High / 1M Low: |
1.180 |
0.630 |
6M High / 6M Low: |
2.170 |
0.360 |
High (YTD): |
1/9/2024 |
2.660 |
Low (YTD): |
7/10/2024 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.855 |
Avg. volume 1M: |
|
227.273 |
Avg. price 6M: |
|
1.025 |
Avg. volume 6M: |
|
38.462 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.96% |
Volatility 6M: |
|
442.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |