BNP Paribas Call 7.5 NWL 19.12.2025
/ DE000PZ11V87
BNP Paribas Call 7.5 NWL 19.12.20.../ DE000PZ11V87 /
2024-06-24 8:39:52 AM |
Chg.+0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
+7.07% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
7.50 USD |
2025-12-19 |
Call |
Master data
WKN: |
PZ11V8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.46 |
Parity: |
-0.75 |
Time value: |
1.09 |
Break-even: |
8.11 |
Moneyness: |
0.89 |
Premium: |
0.29 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
1.87% |
Delta: |
0.55 |
Theta: |
0.00 |
Omega: |
3.17 |
Rho: |
0.04 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
0.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.40% |
1 Month |
|
|
-42.39% |
3 Months |
|
|
-43.01% |
YTD |
|
|
-61.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
0.990 |
1M High / 1M Low: |
1.840 |
0.990 |
6M High / 6M Low: |
2.890 |
0.990 |
High (YTD): |
2024-01-09 |
2.890 |
Low (YTD): |
2024-06-21 |
0.990 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.931 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.50% |
Volatility 6M: |
|
130.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |