BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
| 6/28/2024 9:50:28 PM |
Chg.+0.030 |
Bid9:56:07 PM |
Ask9:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+3.30% |
0.950
Bid Size: 20,000 |
0.980
Ask Size: 20,000 |
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: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.46 |
| Parity: |
-1.02 |
| Time value: |
0.98 |
| Break-even: |
7.98 |
| Moneyness: |
0.85 |
| Premium: |
0.33 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
3.20 |
| Rho: |
0.03 |
Quote data
| Open: |
0.920 |
| High: |
0.970 |
| Low: |
0.910 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.54% |
| 1 Month |
|
|
-41.25% |
| 3 Months |
|
|
-55.45% |
| YTD |
|
|
-66.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.910 |
| 1M High / 1M Low: |
1.790 |
0.910 |
| 6M High / 6M Low: |
2.910 |
0.910 |
| High (YTD): |
1/9/2024 |
2.910 |
| Low (YTD): |
6/27/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.58% |
| Volatility 6M: |
|
127.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
