BNP Paribas Call 7 NWL 16.01.2026
/ DE000PZ11WE3
BNP Paribas Call 7 NWL 16.01.2026/ DE000PZ11WE3 /
| 23/05/2024 08:38:49 |
Chg.-0.15 |
Bid17:08:26 |
Ask17:08:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-6.33% |
2.07
Bid Size: 22,400 |
2.10
Ask Size: 22,400 |
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: |
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: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
+33.73% |
| 3 Months |
|
|
+9.90% |
| YTD |
|
|
-26.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.30 |
| 1M High / 1M Low: |
2.76 |
1.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2024 |
3.17 |
| Low (YTD): |
19/04/2024 |
1.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
