BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
10/09/2024 08:43:54 |
Chg.-0.29 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
-17.37% |
- Bid Size: - |
- Ask Size: - |
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: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
-0.36 |
Time value: |
1.42 |
Break-even: |
8.22 |
Moneyness: |
0.95 |
Premium: |
0.28 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.43% |
Delta: |
0.61 |
Theta: |
0.00 |
Omega: |
2.75 |
Rho: |
0.03 |
Quote data
Open: |
1.38 |
High: |
1.38 |
Low: |
1.38 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.82% |
1 Month |
|
|
-12.66% |
3 Months |
|
|
-9.80% |
YTD |
|
|
-50.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.67 |
1.38 |
1M High / 1M Low: |
1.67 |
1.23 |
6M High / 6M Low: |
2.74 |
0.73 |
High (YTD): |
09/01/2024 |
2.93 |
Low (YTD): |
10/07/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.78% |
Volatility 6M: |
|
244.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |