BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 02/08/2024 21:50:32 |
Chg.-0.190 |
Bid21:56:42 |
Ask21:56:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
-6.74% |
2.660
Bid Size: 9,800 |
2.690
Ask Size: 9,800 |
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: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
1.59 |
| Time value: |
1.12 |
| Break-even: |
8.67 |
| Moneyness: |
1.27 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.12% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
2.18 |
| Rho: |
0.05 |
Quote data
| Open: |
2.780 |
| High: |
2.780 |
| Low: |
2.550 |
| Previous Close: |
2.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
+122.88% |
| 3 Months |
|
|
+15.86% |
| YTD |
|
|
-19.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.630 |
| 1M High / 1M Low: |
3.270 |
1.050 |
| 6M High / 6M Low: |
3.270 |
1.050 |
| High (YTD): |
09/01/2024 |
3.410 |
| Low (YTD): |
10/07/2024 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
441.69% |
| Volatility 6M: |
|
214.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
