BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 6/17/2024 8:20:42 PM |
Chg.-0.110 |
Bid8:36:11 PM |
Ask8:36:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-6.32% |
1.620
Bid Size: 27,000 |
1.650
Ask Size: 27,000 |
Newell Brands Inc |
6.50 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ11WD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 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: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
0.44 |
| Time value: |
1.31 |
| Break-even: |
7.82 |
| Moneyness: |
1.07 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.74% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
2.58 |
| Rho: |
0.04 |
Quote data
| Open: |
1.720 |
| High: |
1.750 |
| Low: |
1.620 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.09% |
| 1 Month |
|
|
-36.33% |
| 3 Months |
|
|
-38.49% |
| YTD |
|
|
-49.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.740 |
| 1M High / 1M Low: |
2.650 |
1.740 |
| 6M High / 6M Low: |
3.410 |
1.740 |
| High (YTD): |
1/9/2024 |
3.410 |
| Low (YTD): |
6/14/2024 |
1.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.97% |
| Volatility 6M: |
|
115.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
