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

EUWAX
5/5/2021  6:10:32 PM Chg.-0.010 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.690EUR -1.43% -
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: 2.52
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 1.30
Historic volatility: 0.50
Parity: 0.69
Time value: 0.06
Break-even: 19.50
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.76
Theta: -0.01
Omega: 1.92
Rho: 0.03
 

Quote data

Open: 0.700
High: 0.720
Low: 0.680
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.29%
3 Months  
+18.97%
YTD  
+2.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.690
1M High / 1M Low: 0.740 0.590
6M High / 6M Low: 0.740 0.160
High (YTD): 4/7/2021 0.740
Low (YTD): 2/16/2021 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.62%
Volatility 6M:   177.24%
Volatility 1Y:   -
Volatility 3Y:   -