BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 2024-06-20 8:42:40 AM |
Chg.+0.03 |
Bid4:15:10 PM |
Ask4:15:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+1.95% |
1.56
Bid Size: 27,600 |
1.59
Ask Size: 27,600 |
Newell Brands Inc |
6.50 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
0.11 |
| Time value: |
1.50 |
| Break-even: |
7.66 |
| Moneyness: |
1.02 |
| Premium: |
0.24 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
4.55% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
2.54 |
| Rho: |
0.04 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.71% |
| 1 Month |
|
|
-38.43% |
| 3 Months |
|
|
-31.44% |
| YTD |
|
|
-51.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.54 |
| 1M High / 1M Low: |
2.63 |
1.54 |
| 6M High / 6M Low: |
3.43 |
1.54 |
| High (YTD): |
2024-01-09 |
3.43 |
| Low (YTD): |
2024-06-19 |
1.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.26% |
| Volatility 6M: |
|
111.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
