BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
8/16/2024 8:42:49 AM |
Chg.+0.24 |
Bid7:26:05 PM |
Ask7:26:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.49EUR |
+19.20% |
1.50 Bid Size: 28,400 |
1.52 Ask Size: 28,400 |
Newell Brands Inc |
7.50 USD |
1/16/2026 |
Call |
Master data
WKN: |
PZ11WF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/4/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.58 |
Parity: |
-0.15 |
Time value: |
1.51 |
Break-even: |
8.35 |
Moneyness: |
0.98 |
Premium: |
0.25 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
1.34% |
Delta: |
0.63 |
Theta: |
0.00 |
Omega: |
2.77 |
Rho: |
0.04 |
Quote data
Open: |
1.49 |
High: |
1.49 |
Low: |
1.49 |
Previous Close: |
1.25 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.70% |
1 Month |
|
|
+44.66% |
3 Months |
|
|
-33.78% |
YTD |
|
|
-46.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.58 |
1.23 |
1M High / 1M Low: |
2.74 |
1.03 |
6M High / 6M Low: |
2.74 |
0.73 |
High (YTD): |
1/9/2024 |
2.93 |
Low (YTD): |
7/10/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
538.21% |
Volatility 6M: |
|
244.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |