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: |
|
- |