BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 15/11/2024 08:41:49 |
Chg.-0.13 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
-4.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.62 |
| Parity: |
2.34 |
| Time value: |
0.77 |
| Break-even: |
9.28 |
| Moneyness: |
1.38 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.97% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.05 |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
3.01 |
| Previous Close: |
3.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
+57.59% |
| 3 Months |
|
|
+83.54% |
| YTD |
|
|
-7.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
3.08 |
| 1M High / 1M Low: |
3.51 |
1.75 |
| 6M High / 6M Low: |
3.51 |
0.98 |
| High (YTD): |
29/10/2024 |
3.51 |
| Low (YTD): |
10/07/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.14% |
| Volatility 6M: |
|
248.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
