BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 2024-07-26 9:50:29 PM |
Chg.+1.820 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
+125.52% |
3.280
Bid Size: 8,800 |
3.310
Ask Size: 8,800 |
Newell Brands Inc |
6.50 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.58 |
| Parity: |
2.22 |
| Time value: |
1.09 |
| Break-even: |
9.30 |
| Moneyness: |
1.37 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.02 |
| Rho: |
0.05 |
Quote data
| Open: |
1.450 |
| High: |
3.340 |
| Low: |
1.450 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+122.45% |
| 1 Month |
|
|
+155.47% |
| 3 Months |
|
|
+35.68% |
| YTD |
|
|
+0.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.270 |
1.420 |
| 1M High / 1M Low: |
3.270 |
1.050 |
| 6M High / 6M Low: |
3.270 |
1.050 |
| High (YTD): |
2024-01-09 |
3.410 |
| Low (YTD): |
2024-07-10 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.108 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.57% |
| Volatility 6M: |
|
213.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
