BNP Paribas Call 12 DEQ 17.09.202.../  DE000PF2ZY35  /

EUWAX
5/14/2021  6:16:55 PM Chg.+0.030 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.690EUR +4.55% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 12.00 EUR 9/17/2021 Call

Master data

WKN: PF2ZY3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 9/17/2021
Issue date: 5/11/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 1.29
Historic volatility: 0.49
Parity: 0.69
Time value: 0.05
Break-even: 19.40
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 5.41%
Delta: 0.77
Theta: -0.01
Omega: 1.96
Rho: 0.02
 

Quote data

Open: 0.680
High: 0.690
Low: 0.650
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+4.55%
3 Months  
+43.75%
YTD  
+2.99%
1 Year  
+245.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.660
1M High / 1M Low: 0.790 0.600
6M High / 6M Low: 0.790 0.480
High (YTD): 5/10/2021 0.790
Low (YTD): 2/16/2021 0.480
52W High: 5/10/2021 0.790
52W Low: 9/24/2020 0.072
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.687
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   0.432
Avg. volume 1Y:   0.000
Volatility 1M:   89.01%
Volatility 6M:   96.04%
Volatility 1Y:   175.49%
Volatility 3Y:   -