BNP Paribas Call 7 NWL 20.12.2024
/ DE000PZ11VT3
BNP Paribas Call 7 NWL 20.12.2024/ DE000PZ11VT3 /
2024-05-24 10:08:56 AM |
Chg.-0.10 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.43EUR |
-6.54% |
- 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: |
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: |
1.43 |
High: |
1.43 |
Low: |
1.43 |
Previous Close: |
1.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
+40.20% |
3 Months |
|
|
+12.60% |
YTD |
|
|
-43.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.70 |
1.43 |
1M High / 1M Low: |
2.11 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-09 |
2.70 |
Low (YTD): |
2024-04-19 |
1.01 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |