BNP Paribas Call 7 NWL 21.06.2024
/ DE000PZ11VG0
BNP Paribas Call 7 NWL 21.06.2024/ DE000PZ11VG0 /
| 2024-05-10 8:41:34 AM |
Chg.- |
Bid8:25:09 AM |
Ask8:25:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
- |
1.11
Bid Size: 4,450 |
1.22
Ask Size: 4,450 |
Newell Brands Inc |
7.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.47 |
| Parity: |
1.01 |
| Time value: |
0.13 |
| Break-even: |
7.64 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
5.59 |
| Rho: |
0.01 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.09% |
| 1 Month |
|
|
+51.22% |
| 3 Months |
|
|
+40.91% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.81 |
| 1M High / 1M Low: |
1.24 |
0.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
2.31 |
| Low (YTD): |
2024-04-26 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
