BNP Paribas Call 10 ZIL2 16.12.20.../  DE000PH7DCC4  /

EUWAX
1/18/2022  6:22:48 PM Chg.-0.060 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.340EUR -15.00% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... 10.00 - 12/16/2022 Call

Master data

WKN: PH7DCC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 12/16/2022
Issue date: 11/22/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 1.14
Historic volatility: 0.46
Parity: 0.27
Time value: 0.15
Break-even: 14.20
Moneyness: 1.27
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.61
Theta: 0.00
Omega: 1.85
Rho: 0.03
 

Quote data

Open: 0.370
High: 0.370
Low: 0.340
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month  
+41.67%
3 Months     -
YTD  
+21.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: - -
High (YTD): 1/5/2022 0.480
Low (YTD): 1/3/2022 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -