BNP Paribas Call 10 NWL 16.01.202.../  DE000PZ11WK0  /

Frankfurt Zert./BNP
2024-07-05  9:50:26 PM Chg.+0.010 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.430EUR +2.38% 0.430
Bid Size: 41,500
0.460
Ask Size: 41,500
Newell Brands Inc 10.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-04
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 12.15
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.45
Parity: -3.63
Time value: 0.46
Break-even: 9.69
Moneyness: 0.61
Premium: 0.73
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.30
Theta: 0.00
Omega: 3.67
Rho: 0.02
 

Quote data

Open: 0.420
High: 0.440
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.52%
1 Month
  -48.81%
3 Months
  -55.67%
YTD
  -76.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.390
1M High / 1M Low: 0.840 0.390
6M High / 6M Low: 1.930 0.390
High (YTD): 2024-01-09 1.930
Low (YTD): 2024-07-03 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   1.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.10%
Volatility 6M:   152.74%
Volatility 1Y:   -
Volatility 3Y:   -