BNP Paribas Call 8.5 NWL 16.01.2026
/ DE000PZ11WH6
BNP Paribas Call 8.5 NWL 16.01.20.../ DE000PZ11WH6 /
06/09/2024 21:50:43 |
Chg.-0.040 |
Bid21:59:07 |
Ask21:59:07 |
Underlying |
Strike price |
Expiration date |
Option type |
1.290EUR |
-3.01% |
1.300 Bid Size: 15,800 |
1.320 Ask Size: 15,800 |
Newell Brands Inc |
8.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
PZ11WH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 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: |
5.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.57 |
Parity: |
-0.81 |
Time value: |
1.33 |
Break-even: |
8.98 |
Moneyness: |
0.89 |
Premium: |
0.31 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
1.53% |
Delta: |
0.56 |
Theta: |
0.00 |
Omega: |
2.90 |
Rho: |
0.03 |
Quote data
Open: |
1.280 |
High: |
1.310 |
Low: |
1.260 |
Previous Close: |
1.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.47% |
1 Month |
|
|
-5.84% |
3 Months |
|
|
+4.03% |
YTD |
|
|
-45.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.330 |
1.010 |
1M High / 1M Low: |
1.370 |
0.940 |
6M High / 6M Low: |
2.270 |
0.590 |
High (YTD): |
09/01/2024 |
2.470 |
Low (YTD): |
10/07/2024 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.114 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.268 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.73% |
Volatility 6M: |
|
264.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |