BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
| 2024-07-30 10:08:19 AM |
Chg.-0.12 |
Bid2:35:04 PM |
Ask2:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-4.38% |
2.61
Bid Size: 9,600 |
2.71
Ask Size: 9,600 |
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: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.58 |
| Parity: |
1.20 |
| Time value: |
1.46 |
| Break-even: |
9.59 |
| Moneyness: |
1.17 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
2.27 |
| Rho: |
0.05 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+136.04% |
| 1 Month |
|
|
+184.78% |
| 3 Months |
|
|
+22.43% |
| YTD |
|
|
-5.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
1.07 |
| 1M High / 1M Low: |
2.74 |
0.73 |
| 6M High / 6M Low: |
2.74 |
0.73 |
| High (YTD): |
2024-01-09 |
2.93 |
| Low (YTD): |
2024-07-10 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
551.25% |
| Volatility 6M: |
|
250.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
