BNP Paribas Call 7 NWL 16.01.2026
/ DE000PZ11WE3
BNP Paribas Call 7 NWL 16.01.2026/ DE000PZ11WE3 /
| 20/06/2024 16:20:23 |
Chg.+0.020 |
Bid20/06/2024 |
Ask20/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+1.50% |
1.350
Bid Size: 30,200 |
1.380
Ask Size: 30,200 |
Newell Brands Inc |
7.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11WE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 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: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
-0.35 |
| Time value: |
1.40 |
| Break-even: |
7.91 |
| Moneyness: |
0.95 |
| Premium: |
0.28 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
5.26% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
2.70 |
| Rho: |
0.04 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.330 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.01% |
| 1 Month |
|
|
-43.51% |
| 3 Months |
|
|
-36.32% |
| YTD |
|
|
-55.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.330 |
| 1M High / 1M Low: |
2.390 |
1.330 |
| 6M High / 6M Low: |
3.150 |
1.330 |
| High (YTD): |
09/01/2024 |
3.150 |
| Low (YTD): |
19/06/2024 |
1.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.00% |
| Volatility 6M: |
|
120.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
