BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
| 16/08/2024 21:50:24 |
Chg.+0.030 |
Bid21:58:17 |
Ask21:58:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+2.03% |
1.500
Bid Size: 14,200 |
1.520
Ask Size: 14,200 |
Newell Brands Inc |
7.50 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
04/12/2023 |
| Last trading day: |
15/01/2026 |
| 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: |
1.490 |
| High: |
1.540 |
| Low: |
1.450 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.03% |
| 1 Month |
|
|
+17.97% |
| 3 Months |
|
|
-33.19% |
| YTD |
|
|
-45.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.230 |
| 1M High / 1M Low: |
2.740 |
1.090 |
| 6M High / 6M Low: |
2.740 |
0.780 |
| High (YTD): |
09/01/2024 |
2.910 |
| Low (YTD): |
10/07/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
512.69% |
| Volatility 6M: |
|
238.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
