BNP Paribas Call 7 NWL 21.06.2024
/ DE000PZ11VG0
BNP Paribas Call 7 NWL 21.06.2024/ DE000PZ11VG0 /
| 2024-05-23 8:38:50 AM |
Chg.-0.20 |
Bid5:55:20 PM |
Ask5:55:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-17.24% |
0.77
Bid Size: 19,800 |
0.79
Ask Size: 19,800 |
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: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.91 |
| Time value: |
0.08 |
| Break-even: |
7.46 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
6.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.89% |
| 1 Month |
|
|
+92.00% |
| 3 Months |
|
|
-4.95% |
| YTD |
|
|
-55.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.08 |
| 1M High / 1M Low: |
1.64 |
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: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
