BNP Paribas Call 7 NWL 16.01.2026
/ DE000PZ11WE3
BNP Paribas Call 7 NWL 16.01.2026/ DE000PZ11WE3 /
| 2024-05-23 6:05:16 PM |
Chg.-0.150 |
Bid6:06:39 PM |
Ask6:06:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
-6.82% |
2.050
Bid Size: 22,400 |
2.080
Ask Size: 22,400 |
Newell Brands Inc |
7.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.91 |
| Time value: |
1.35 |
| Break-even: |
8.73 |
| Moneyness: |
1.14 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
2.39 |
| Rho: |
0.05 |
Quote data
| Open: |
2.220 |
| High: |
2.250 |
| Low: |
2.050 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
+16.48% |
| 3 Months |
|
|
+12.02% |
| YTD |
|
|
-31.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
2.200 |
| 1M High / 1M Low: |
2.730 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
3.150 |
| Low (YTD): |
2024-04-19 |
1.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
