BNP Paribas Call 7.5 NWL 16.01.2026
/ DE000PZ11WF0
BNP Paribas Call 7.5 NWL 16.01.20.../ DE000PZ11WF0 /
27/09/2024 08:32:33 |
Chg.+0.23 |
Bid11:25:32 |
Ask11:25:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
+18.70% |
1.46 Bid Size: 14,300 |
1.56 Ask Size: 14,300 |
Newell Brands Inc |
7.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
PZ11WF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 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: |
4.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.57 |
Parity: |
-0.03 |
Time value: |
1.49 |
Break-even: |
8.20 |
Moneyness: |
1.00 |
Premium: |
0.23 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.06 |
Spread %: |
4.20% |
Delta: |
0.63 |
Theta: |
0.00 |
Omega: |
2.84 |
Rho: |
0.04 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.23 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.68% |
1 Month |
|
|
+4.29% |
3 Months |
|
|
+50.52% |
YTD |
|
|
-47.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.23 |
1M High / 1M Low: |
1.79 |
1.23 |
6M High / 6M Low: |
2.74 |
0.73 |
High (YTD): |
09/01/2024 |
2.93 |
Low (YTD): |
10/07/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.32% |
Volatility 6M: |
|
244.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |