BNP Paribas Call 7 NWL 16.01.2026/  DE000PZ11WE3  /

Frankfurt Zert./BNP
2024-07-05  9:50:29 PM Chg.-0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.000EUR -2.91% 1.020
Bid Size: 19,300
1.050
Ask Size: 19,300
Newell Brands Inc 7.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-04
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.45
Parity: -0.87
Time value: 1.05
Break-even: 7.51
Moneyness: 0.87
Premium: 0.34
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.94%
Delta: 0.55
Theta: 0.00
Omega: 2.92
Rho: 0.03
 

Quote data

Open: 1.030
High: 1.050
Low: 0.970
Previous Close: 1.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -45.05%
3 Months
  -46.24%
YTD
  -66.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 1.000
1M High / 1M Low: 1.820 1.000
6M High / 6M Low: 3.150 1.000
High (YTD): 2024-01-09 3.150
Low (YTD): 2024-07-05 1.000
52W High: - -
52W Low: - -
Avg. price 1W:   1.038
Avg. volume 1W:   0.000
Avg. price 1M:   1.346
Avg. volume 1M:   0.000
Avg. price 6M:   2.055
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.72%
Volatility 6M:   121.77%
Volatility 1Y:   -
Volatility 3Y:   -