BNP Paribas Call 8 NWL 16.01.2026
/ DE000PZ11WG8
BNP Paribas Call 8 NWL 16.01.2026/ DE000PZ11WG8 /
14/08/2024 21:50:34 |
Chg.-0.100 |
Bid21:57:08 |
Ask21:57:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
-8.40% |
1.090 Bid Size: 18,200 |
1.110 Ask Size: 18,200 |
Newell Brands Inc |
8.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PZ11WG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 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: |
5.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.57 |
Parity: |
-0.80 |
Time value: |
1.22 |
Break-even: |
8.50 |
Moneyness: |
0.89 |
Premium: |
0.31 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
1.67% |
Delta: |
0.56 |
Theta: |
0.00 |
Omega: |
2.97 |
Rho: |
0.03 |
Quote data
Open: |
1.190 |
High: |
1.220 |
Low: |
1.080 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.05% |
1 Month |
|
|
+18.48% |
3 Months |
|
|
-51.34% |
YTD |
|
|
-57.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
1.080 |
1M High / 1M Low: |
2.500 |
0.900 |
6M High / 6M Low: |
2.500 |
0.680 |
High (YTD): |
09/01/2024 |
2.690 |
Low (YTD): |
10/07/2024 |
0.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.477 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
562.64% |
Volatility 6M: |
|
252.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |