BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
9/2/2024 8:42:27 AM |
Chg.-0.04 |
Bid6:17:29 PM |
Ask6:17:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.35EUR |
-2.88% |
1.34 Bid Size: 7,650 |
1.40 Ask Size: 7,650 |
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: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.58 |
Parity: |
-0.37 |
Time value: |
1.39 |
Break-even: |
8.18 |
Moneyness: |
0.95 |
Premium: |
0.27 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
1.46% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
2.79 |
Rho: |
0.03 |
Quote data
Open: |
1.35 |
High: |
1.35 |
Low: |
1.35 |
Previous Close: |
1.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.16% |
1 Month |
|
|
-40.79% |
3 Months |
|
|
-18.18% |
YTD |
|
|
-51.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.32 |
1M High / 1M Low: |
2.28 |
1.23 |
6M High / 6M Low: |
2.74 |
0.73 |
High (YTD): |
1/9/2024 |
2.93 |
Low (YTD): |
7/10/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.42% |
Volatility 6M: |
|
244.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |