BNP Paribas Call 7 NWL 17.01.2025
/ DE000PZ11V04
BNP Paribas Call 7 NWL 17.01.2025/ DE000PZ11V04 /
| 28/05/2024 08:39:05 |
Chg.-0.02 |
Bid14:31:51 |
Ask14:31:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-1.33% |
1.51
Bid Size: 11,300 |
1.65
Ask Size: 11,300 |
Newell Brands Inc |
7.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
16/01/2025 |
| 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: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.94% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
+6.47% |
| YTD |
|
|
-42.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.50 |
| 1M High / 1M Low: |
2.15 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2024 |
2.74 |
| Low (YTD): |
19/04/2024 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
