BNP Paribas Call 10 NWL 19.12.202.../  DE000PZ11WC7  /

EUWAX
8/14/2024  8:42:13 AM Chg.+0.070 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.660EUR +11.86% -
Bid Size: -
-
Ask Size: -
Newell Brands Inc 10.00 USD 12/19/2025 Call
 

Master data

WKN: PZ11WC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newell Brands Inc
Type: Warrant
Option type: Call
Strike price: 10.00 USD
Maturity: 12/19/2025
Issue date: 12/4/2023
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.57
Parity: -2.62
Time value: 0.69
Break-even: 9.78
Moneyness: 0.71
Premium: 0.51
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 2.99%
Delta: 0.38
Theta: 0.00
Omega: 3.59
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.59%
1 Month  
+40.43%
3 Months
  -54.48%
YTD
  -63.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.590
1M High / 1M Low: 1.610 0.470
6M High / 6M Low: 1.610 0.340
High (YTD): 1/9/2024 1.900
Low (YTD): 7/10/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.881
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   778.65%
Volatility 6M:   348.95%
Volatility 1Y:   -
Volatility 3Y:   -