BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
| 2024-05-24 9:50:33 PM |
Chg.+0.010 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+0.70% |
1.440
Bid Size: 11,300 |
1.460
Ask Size: 11,300 |
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: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.79 |
| Time value: |
0.67 |
| Break-even: |
7.91 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
3.56 |
| Rho: |
0.02 |
Quote data
| Open: |
1.430 |
| High: |
1.450 |
| Low: |
1.410 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.66% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+18.03% |
| YTD |
|
|
-43.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.430 |
| 1M High / 1M Low: |
2.070 |
1.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
2.660 |
| Low (YTD): |
2024-04-25 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
