BNP Paribas Call 10 NWL 16.01.2026
/ DE000PZ11WK0
BNP Paribas Call 10 NWL 16.01.202.../ DE000PZ11WK0 /
| 09/09/2024 15:35:25 |
Chg.-0.060 |
Bid15:35:40 |
Ask15:35:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-6.90% |
0.800
Bid Size: 5,800 |
0.820
Ask Size: 5,800 |
Newell Brands Inc |
10.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11WK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.57 |
| Parity: |
-2.16 |
| Time value: |
0.90 |
| Break-even: |
9.92 |
| Moneyness: |
0.76 |
| Premium: |
0.45 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
3.35 |
| Rho: |
0.03 |
Quote data
| Open: |
0.870 |
| High: |
0.880 |
| Low: |
0.810 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-55.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.660 |
| 1M High / 1M Low: |
0.900 |
0.640 |
| 6M High / 6M Low: |
1.700 |
0.390 |
| High (YTD): |
09/01/2024 |
1.930 |
| Low (YTD): |
03/07/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.41% |
| Volatility 6M: |
|
295.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
