BNP Paribas Call 8.5 NWL 16.01.2026
/ DE000PZ11WH6
BNP Paribas Call 8.5 NWL 16.01.20.../ DE000PZ11WH6 /
| 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: |
|
- |
