BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 10/7/2024 8:50:30 PM |
Chg.-0.090 |
Bid8:50:51 PM |
Ask8:50:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-10.71% |
0.750
Bid Size: 28,200 |
0.770
Ask Size: 28,200 |
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: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
0.44 |
| Time value: |
0.44 |
| Break-even: |
7.26 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
5.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.720 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.24% |
| 1 Month |
|
|
-29.25% |
| 3 Months |
|
|
+74.42% |
| YTD |
|
|
-70.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
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: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
250 |
| Avg. price 6M: |
|
1.037 |
| Avg. volume 6M: |
|
38.760 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.23% |
| Volatility 6M: |
|
444.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
