BNP Paribas Call 7.5 NWL 20.12.2024
/ DE000PZ11VU1
BNP Paribas Call 7.5 NWL 20.12.20.../ DE000PZ11VU1 /
25/09/2024 08:42:46 |
Chg.-0.090 |
Bid20:21:36 |
Ask20:21:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-17.65% |
0.440 Bid Size: 42,800 |
0.460 Ask Size: 42,800 |
Newell Brands Inc |
7.50 USD |
20/12/2024 |
Call |
Master data
WKN: |
PZ11VU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 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: |
13.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.57 |
Parity: |
-0.38 |
Time value: |
0.46 |
Break-even: |
7.16 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
4.55% |
Delta: |
0.46 |
Theta: |
0.00 |
Omega: |
6.36 |
Rho: |
0.01 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.24% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-10.64% |
YTD |
|
|
-81.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.510 |
1M High / 1M Low: |
0.910 |
0.500 |
6M High / 6M Low: |
1.850 |
0.240 |
High (YTD): |
09/01/2024 |
2.420 |
Low (YTD): |
10/07/2024 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.608 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.853 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.13% |
Volatility 6M: |
|
574.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |