BNP Paribas Call 11 ZIL2 16.12.20.../  DE000PH7DCD2  /

EUWAX
1/21/2022  6:15:15 PM Chg.-0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.220EUR -12.00% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... 11.00 - 12/16/2022 Call

Master data

WKN: PH7DCD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 12/16/2022
Issue date: 11/22/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.46
Parity: -0.01
Time value: 0.25
Break-even: 13.50
Moneyness: 0.99
Premium: 0.24
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.49
Theta: 0.00
Omega: 2.13
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.220
Low: 0.200
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -8.33%
3 Months     -
YTD
  -4.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.220
1M High / 1M Low: 0.410 0.220
6M High / 6M Low: - -
High (YTD): 1/5/2022 0.410
Low (YTD): 1/21/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -