BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
8/16/2024 9:50:24 PM |
Chg.+0.030 |
Bid9:58:17 PM |
Ask9:58:17 PM |
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 |
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: |
1.490 |
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): |
1/9/2024 |
2.910 |
Low (YTD): |
7/10/2024 |
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: |
|
- |