BNP Paribas Call 11 ZIL2 18.03.20.../  DE000PH7DBT0  /

Frankfurt Zert./BNP
1/21/2022  9:20:23 PM Chg.-0.030 Bid9:57:53 PM Ask9:57:53 PM Underlying Strike price Expiration date Option type
0.090EUR -25.00% 0.089
Bid Size: 10,000
0.120
Ask Size: 10,000
ELRINGKLINGER AG NA ... 11.00 - 3/18/2022 Call

Master data

WKN: PH7DBT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 3/18/2022
Issue date: 11/22/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.16
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.04
Implied volatility: 0.92
Historic volatility: 0.46
Parity: 0.04
Time value: 0.10
Break-even: 12.40
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.52
Theta: -0.01
Omega: 4.23
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.076
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.87%
1 Month  
+2.27%
3 Months     -
YTD
  -10.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.120
1M High / 1M Low: 0.290 0.088
6M High / 6M Low: - -
High (YTD): 1/6/2022 0.290
Low (YTD): 1/20/2022 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   373.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -