BNP Paribas Call 9 NWL 16.01.2026/  DE000PZ11WJ2  /

Frankfurt Zert./BNP
8/2/2024  9:50:32 PM Chg.-0.140 Bid9:56:41 PM Ask9:56:41 PM Underlying Strike price Expiration date Option type
1.540EUR -8.33% 1.570
Bid Size: 13,600
1.590
Ask Size: 13,600
Newell Brands Inc 9.00 USD 1/16/2026 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: 1/16/2026
Issue date: 12/4/2023
Last trading day: 1/15/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.58
Parity: -0.60
Time value: 1.71
Break-even: 10.05
Moneyness: 0.93
Premium: 0.30
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 1.18%
Delta: 0.60
Theta: 0.00
Omega: 2.72
Rho: 0.04
 

Quote data

Open: 1.660
High: 1.660
Low: 1.500
Previous Close: 1.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.24%
1 Month  
+165.52%
3 Months  
+19.38%
YTD
  -29.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.680
1M High / 1M Low: 2.060 0.520
6M High / 6M Low: 2.060 0.520
High (YTD): 1/9/2024 2.280
Low (YTD): 7/10/2024 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   1.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   1.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   595.31%
Volatility 6M:   283.37%
Volatility 1Y:   -
Volatility 3Y:   -