BNP Paribas Call 9 NWL 16.01.2026
/ DE000PZ11WJ2
BNP Paribas Call 9 NWL 16.01.2026/ DE000PZ11WJ2 /
2024-06-14 9:50:28 PM |
Chg.-0.050 |
Bid9:57:33 PM |
Ask9:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-5.56% |
0.840 Bid Size: 21,600 |
0.870 Ask Size: 21,600 |
Newell Brands Inc |
9.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ11WJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 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: |
7.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.46 |
Parity: |
-1.90 |
Time value: |
0.87 |
Break-even: |
9.28 |
Moneyness: |
0.77 |
Premium: |
0.42 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.03 |
Spread %: |
3.57% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
3.38 |
Rho: |
0.03 |
Quote data
Open: |
0.880 |
High: |
0.890 |
Low: |
0.840 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-42.57% |
3 Months |
|
|
-47.85% |
YTD |
|
|
-60.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.850 |
1M High / 1M Low: |
1.540 |
0.850 |
6M High / 6M Low: |
2.280 |
0.850 |
High (YTD): |
2024-01-09 |
2.280 |
Low (YTD): |
2024-06-14 |
0.850 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.491 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.47% |
Volatility 6M: |
|
143.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |