BNP Paribas Call 8.5 NWL 16.01.20.../  DE000PZ11WH6  /

Frankfurt Zert./BNP
30/07/2024  20:21:03 Chg.-0.230 Bid20:37:29 Ask20:37:29 Underlying Strike price Expiration date Option type
2.030EUR -10.18% 2.020
Bid Size: 22,600
2.040
Ask Size: 22,600
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: 3.70
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 0.28
Implied volatility: 0.50
Historic volatility: 0.58
Parity: 0.28
Time value: 1.92
Break-even: 10.06
Moneyness: 1.04
Premium: 0.24
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.92%
Delta: 0.67
Theta: 0.00
Omega: 2.49
Rho: 0.05
 

Quote data

Open: 2.170
High: 2.210
Low: 1.990
Previous Close: 2.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+141.67%
1 Month  
+190.00%
3 Months  
+22.29%
YTD
  -13.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.270 0.840
1M High / 1M Low: 2.270 0.590
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:   1.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   1.346
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   595.62%
Volatility 6M:   271.88%
Volatility 1Y:   -
Volatility 3Y:   -