BNP Paribas Call 7 NWL 16.01.2026/  DE000PZ11WE3  /

Frankfurt Zert./BNP
8/2/2024  9:50:32 PM Chg.-0.180 Bid9:56:16 PM Ask9:56:16 PM Underlying Strike price Expiration date Option type
2.370EUR -7.06% 2.400
Bid Size: 10,300
2.420
Ask Size: 10,300
Newell Brands Inc 7.00 USD 1/16/2026 Call
 

Master data

WKN: PZ11WE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newell Brands Inc
Type: Warrant
Option type: Call
Strike price: 7.00 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: 3.10
Leverage: Yes

Calculated values

Fair value: 2.66
Intrinsic value: 1.14
Implied volatility: 0.50
Historic volatility: 0.57
Parity: 1.14
Time value: 1.30
Break-even: 8.86
Moneyness: 1.18
Premium: 0.17
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.83%
Delta: 0.75
Theta: 0.00
Omega: 2.31
Rho: 0.05
 

Quote data

Open: 2.520
High: 2.520
Low: 2.300
Previous Close: 2.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.00%
1 Month  
+137.00%
3 Months  
+16.75%
YTD
  -21.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.980 2.370
1M High / 1M Low: 3.000 0.900
6M High / 6M Low: 3.000 0.900
High (YTD): 1/9/2024 3.150
Low (YTD): 7/10/2024 0.900
52W High: - -
52W Low: - -
Avg. price 1W:   2.688
Avg. volume 1W:   0.000
Avg. price 1M:   1.584
Avg. volume 1M:   0.000
Avg. price 6M:   1.885
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   478.16%
Volatility 6M:   230.34%
Volatility 1Y:   -
Volatility 3Y:   -