BNP Paribas Call 10 NWL 16.01.2026
/ DE000PZ11WK0
BNP Paribas Call 10 NWL 16.01.202.../ DE000PZ11WK0 /
2024-09-25 8:42:50 AM |
Chg.-0.050 |
Bid9:20:30 AM |
Ask9:20:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-7.58% |
0.610 Bid Size: 15,000 |
0.710 Ask Size: 15,000 |
Newell Brands Inc |
10.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ11WK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 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: |
9.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.57 |
Parity: |
-2.61 |
Time value: |
0.64 |
Break-even: |
9.58 |
Moneyness: |
0.71 |
Premium: |
0.51 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.37 |
Theta: |
0.00 |
Omega: |
3.67 |
Rho: |
0.02 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.74% |
1 Month |
|
|
-16.44% |
3 Months |
|
|
+10.91% |
YTD |
|
|
-66.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.660 |
1M High / 1M Low: |
0.920 |
0.630 |
6M High / 6M Low: |
1.700 |
0.380 |
High (YTD): |
2024-01-09 |
1.950 |
Low (YTD): |
2024-07-10 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.733 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.850 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.55% |
Volatility 6M: |
|
311.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |