BNP Paribas Call 8 NWL 16.01.2026
/ DE000PZ11WG8
BNP Paribas Call 8 NWL 16.01.2026/ DE000PZ11WG8 /
| 2024-07-30 10:08:19 AM |
Chg.-0.11 |
Bid10:17:08 AM |
Ask10:17:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
-4.40% |
2.38
Bid Size: 10,100 |
2.48
Ask Size: 10,100 |
Newell Brands Inc |
8.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.58 |
| Parity: |
0.74 |
| Time value: |
1.68 |
| Break-even: |
9.81 |
| Moneyness: |
1.10 |
| Premium: |
0.21 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
2.38 |
| Rho: |
0.05 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.39% |
| 1 Month |
|
|
+206.41% |
| 3 Months |
|
|
+24.48% |
| YTD |
|
|
-6.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
0.94 |
| 1M High / 1M Low: |
2.50 |
0.63 |
| 6M High / 6M Low: |
2.50 |
0.63 |
| High (YTD): |
2024-01-09 |
2.70 |
| Low (YTD): |
2024-07-10 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
592.68% |
| Volatility 6M: |
|
266.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
