BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 2024-09-26 8:40:27 AM |
Chg.-0.010 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-1.61% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.57 |
| Parity: |
0.02 |
| Time value: |
0.61 |
| Break-even: |
6.92 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
5.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.24% |
| 1 Month |
|
|
-30.68% |
| 3 Months |
|
|
+19.61% |
| YTD |
|
|
-75.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.620 |
| 1M High / 1M Low: |
1.200 |
0.620 |
| 6M High / 6M Low: |
2.180 |
0.320 |
| High (YTD): |
2024-01-09 |
2.700 |
| Low (YTD): |
2024-07-10 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.63% |
| Volatility 6M: |
|
481.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
