BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 16/07/2024 09:50:38 |
Chg.0.000 |
Bid09:55:22 |
Ask09:55:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
0.00% |
1.360
Bid Size: 4,075 |
1.470
Ask Size: 4,075 |
Newell Brands Inc |
6.50 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11WD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 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: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.45 |
| Parity: |
-0.26 |
| Time value: |
1.39 |
| Break-even: |
7.36 |
| Moneyness: |
0.96 |
| Premium: |
0.29 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.21% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
2.57 |
| Rho: |
0.03 |
Quote data
| Open: |
1.350 |
| High: |
1.360 |
| Low: |
1.350 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.52% |
| 1 Month |
|
|
-21.84% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
-58.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.050 |
| 1M High / 1M Low: |
1.610 |
1.050 |
| 6M High / 6M Low: |
3.200 |
1.050 |
| High (YTD): |
09/01/2024 |
3.410 |
| Low (YTD): |
10/07/2024 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.02% |
| Volatility 6M: |
|
120.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
