BNP Paribas Call 7.5 NWL 20.12.2024
/ DE000PZ11VU1
BNP Paribas Call 7.5 NWL 20.12.20.../ DE000PZ11VU1 /
| 6/24/2024 8:39:52 AM |
Chg.+0.070 |
Bid10:05:29 AM |
Ask10:05:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+15.56% |
0.520
Bid Size: 23,000 |
0.620
Ask Size: 23,000 |
Newell Brands Inc |
7.50 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
-0.75 |
| Time value: |
0.55 |
| Break-even: |
7.57 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
5.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-59.06% |
| YTD |
|
|
-77.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.450 |
| 1M High / 1M Low: |
1.170 |
0.450 |
| 6M High / 6M Low: |
2.420 |
0.450 |
| High (YTD): |
1/9/2024 |
2.420 |
| Low (YTD): |
6/21/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.13% |
| Volatility 6M: |
|
179.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
