BNP Paribas Call 7.5 NWL 16.01.20.../  DE000PZ11WF0  /

Frankfurt Zert./BNP
2024-07-26  9:50:29 PM Chg.+1.620 Bid9:59:11 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
2.740EUR +144.64% 2.750
Bid Size: 9,700
2.770
Ask Size: 9,700
Newell Brands Inc 7.50 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-04
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.96
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 1.30
Implied volatility: 0.52
Historic volatility: 0.58
Parity: 1.30
Time value: 1.47
Break-even: 9.68
Moneyness: 1.19
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.73%
Delta: 0.75
Theta: 0.00
Omega: 2.22
Rho: 0.05
 

Quote data

Open: 1.110
High: 2.800
Low: 1.110
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+142.48%
1 Month  
+191.49%
3 Months  
+40.51%
YTD
  -1.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.740 1.090
1M High / 1M Low: 2.740 0.780
6M High / 6M Low: 2.740 0.780
High (YTD): 2024-01-09 2.910
Low (YTD): 2024-07-10 0.780
52W High: - -
52W Low: - -
Avg. price 1W:   1.428
Avg. volume 1W:   0.000
Avg. price 1M:   1.094
Avg. volume 1M:   0.000
Avg. price 6M:   1.688
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   527.39%
Volatility 6M:   243.52%
Volatility 1Y:   -
Volatility 3Y:   -