BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 2024-06-28 8:40:38 AM |
Chg.-0.030 |
Bid6:23:07 PM |
Ask6:23:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-6.12% |
0.510
Bid Size: 46,000 |
0.530
Ask Size: 46,000 |
Newell Brands Inc |
7.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.46 |
| Parity: |
-0.67 |
| Time value: |
0.48 |
| Break-even: |
7.02 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
5.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.59% |
| 1 Month |
|
|
-67.38% |
| 3 Months |
|
|
-71.78% |
| YTD |
|
|
-81.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.490 |
| 1M High / 1M Low: |
1.410 |
0.490 |
| 6M High / 6M Low: |
2.700 |
0.490 |
| High (YTD): |
2024-01-09 |
2.700 |
| Low (YTD): |
2024-06-27 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.41% |
| Volatility 6M: |
|
167.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
