BNP Paribas Call 8.5 NWL 16.01.2026
/ DE000PZ11WH6
BNP Paribas Call 8.5 NWL 16.01.20.../ DE000PZ11WH6 /
05/07/2024 21:50:37 |
Chg.0.000 |
Bid21:55:18 |
Ask21:55:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
0.00% |
0.650 Bid Size: 28,800 |
0.680 Ask Size: 28,800 |
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: |
8.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.45 |
Parity: |
-2.25 |
Time value: |
0.68 |
Break-even: |
8.52 |
Moneyness: |
0.71 |
Premium: |
0.52 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
4.62% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
3.35 |
Rho: |
0.02 |
Quote data
Open: |
0.640 |
High: |
0.660 |
Low: |
0.610 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.57% |
1 Month |
|
|
-46.67% |
3 Months |
|
|
-54.61% |
YTD |
|
|
-72.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.610 |
1M High / 1M Low: |
1.190 |
0.610 |
6M High / 6M Low: |
2.470 |
0.610 |
High (YTD): |
09/01/2024 |
2.470 |
Low (YTD): |
03/07/2024 |
0.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.652 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.838 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.489 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.56% |
Volatility 6M: |
|
138.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |