BNP Paribas Call 6.5 NWL 16.01.2026
/ DE000PZ11WD5
BNP Paribas Call 6.5 NWL 16.01.20.../ DE000PZ11WD5 /
| 2024-05-27 7:20:48 PM |
Chg.0.000 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
0.00% |
2.390
Bid Size: 10,400 |
2.450
Ask Size: 10,400 |
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: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
1.25 |
| Time value: |
1.17 |
| Break-even: |
8.41 |
| Moneyness: |
1.21 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.26% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.29 |
| Rho: |
0.05 |
Quote data
| Open: |
2.380 |
| High: |
2.390 |
| Low: |
2.370 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.81% |
| 1 Month |
|
|
-0.83% |
| 3 Months |
|
|
+12.74% |
| YTD |
|
|
-26.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.380 |
| 1M High / 1M Low: |
2.990 |
2.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
3.410 |
| Low (YTD): |
2024-04-19 |
1.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
