BNP Paribas Call 9 NWL 16.01.2026
/ DE000PZ11WJ2
BNP Paribas Call 9 NWL 16.01.2026/ DE000PZ11WJ2 /
05/09/2024 21:50:28 |
Chg.+0.080 |
Bid21:55:04 |
Ask21:55:04 |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+7.34% |
1.150 Bid Size: 17,000 |
1.170 Ask Size: 17,000 |
Newell Brands Inc |
9.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PZ11WJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 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: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.57 |
Parity: |
-1.33 |
Time value: |
1.11 |
Break-even: |
9.23 |
Moneyness: |
0.84 |
Premium: |
0.36 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
1.83% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
3.13 |
Rho: |
0.03 |
Quote data
Open: |
1.070 |
High: |
1.230 |
Low: |
1.030 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+31.46% |
1 Month |
|
|
-4.10% |
3 Months |
|
|
+8.33% |
YTD |
|
|
-46.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
0.880 |
1M High / 1M Low: |
1.220 |
0.820 |
6M High / 6M Low: |
2.060 |
0.520 |
High (YTD): |
09/01/2024 |
2.280 |
Low (YTD): |
10/07/2024 |
0.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.996 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.975 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.126 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.90% |
Volatility 6M: |
|
276.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |