BNP Paribas Call 8.5 NWL 16.01.2026
/ DE000PZ11WH6
BNP Paribas Call 8.5 NWL 16.01.20.../ DE000PZ11WH6 /
| 8/14/2024 9:50:35 PM |
Chg.-0.090 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-8.65% |
0.950
Bid Size: 20,300 |
0.970
Ask Size: 20,300 |
Newell Brands Inc |
8.50 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.57 |
| Parity: |
-1.26 |
| Time value: |
1.07 |
| Break-even: |
8.80 |
| Moneyness: |
0.84 |
| Premium: |
0.36 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
3.11 |
| Rho: |
0.03 |
Quote data
| Open: |
1.040 |
| High: |
1.070 |
| Low: |
0.940 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.80% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
-53.20% |
| YTD |
|
|
-59.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.940 |
| 1M High / 1M Low: |
2.270 |
0.780 |
| 6M High / 6M Low: |
2.270 |
0.590 |
| High (YTD): |
1/9/2024 |
2.470 |
| Low (YTD): |
7/10/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
594.97% |
| Volatility 6M: |
|
266.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
