BNP Paribas Call 12 DEQ 17.12.202.../  DE000PF2ZY50  /

EUWAX
5/17/2021  2:09:45 PM Chg.-0.040 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
0.670EUR -5.63% 0.670
Bid Size: 28,500
0.710
Ask Size: 28,500
DEUTSCHE EUROSHOP NA... 12.00 EUR 12/17/2021 Call

Master data

WKN: PF2ZY5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 5/11/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 1.21
Historic volatility: 0.49
Parity: 0.69
Time value: 0.06
Break-even: 19.50
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.73
Theta: 0.00
Omega: 1.83
Rho: 0.04
 

Quote data

Open: 0.720
High: 0.720
Low: 0.670
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.25%
1 Month
  -1.47%
3 Months  
+28.85%
YTD
  -2.90%
1 Year  
+219.05%
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.680
1M High / 1M Low: 0.800 0.610
6M High / 6M Low: 0.800 0.510
High (YTD): 5/10/2021 0.800
Low (YTD): 2/19/2021 0.510
52W High: 5/10/2021 0.800
52W Low: 9/25/2020 0.090
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   0.453
Avg. volume 1Y:   0.000
Volatility 1M:   91.74%
Volatility 6M:   88.90%
Volatility 1Y:   164.03%
Volatility 3Y:   -