BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
| 2024-06-17 11:21:01 AM |
Chg.-0.020 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-2.15% |
0.910
Bid Size: 15,600 |
1.010
Ask Size: 15,600 |
Newell Brands Inc |
7.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ11V0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
-0.03 |
| Time value: |
0.93 |
| Break-even: |
7.47 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
4.11 |
| Rho: |
0.02 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.87% |
| 1 Month |
|
|
-45.83% |
| 3 Months |
|
|
-51.85% |
| YTD |
|
|
-64.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.930 |
| 1M High / 1M Low: |
1.780 |
0.930 |
| 6M High / 6M Low: |
2.700 |
0.930 |
| High (YTD): |
2024-01-09 |
2.700 |
| Low (YTD): |
2024-06-14 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.22% |
| Volatility 6M: |
|
157.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
