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: |
|
- |