BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
2024-05-28 3:20:23 PM |
Chg.+0.010 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.510EUR |
+0.67% |
1.510 Bid Size: 11,300 |
1.650 Ask Size: 11,300 |
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: |
4.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.46 |
Historic volatility: |
0.46 |
Parity: |
0.79 |
Time value: |
0.75 |
Break-even: |
7.98 |
Moneyness: |
1.12 |
Premium: |
0.10 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
2.67% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
3.35 |
Rho: |
0.02 |
Quote data
Open: |
1.490 |
High: |
1.510 |
Low: |
1.480 |
Previous Close: |
1.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.17% |
1 Month |
|
|
-3.82% |
3 Months |
|
|
+7.86% |
YTD |
|
|
-41.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.780 |
1.490 |
1M High / 1M Low: |
2.110 |
1.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-09 |
2.700 |
Low (YTD): |
2024-04-25 |
1.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.688 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |