BNP Paribas Call 12 ZIL2 18.03.20.../  DE000PH7DBU8  /

Frankfurt Zert./BNP
1/21/2022  9:20:32 PM Chg.-0.018 Bid1/21/2022 Ask1/21/2022 Underlying Strike price Expiration date Option type
0.053EUR -25.35% 0.053
Bid Size: 10,000
0.083
Ask Size: 10,000
ELRINGKLINGER AG NA ... 12.00 - 3/18/2022 Call

Master data

WKN: PH7DBU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 3/18/2022
Issue date: 11/22/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.70
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.46
Parity: -0.06
Time value: 0.09
Break-even: 12.90
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 1.20
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.40
Theta: -0.01
Omega: 5.10
Rho: 0.01
 

Quote data

Open: 0.067
High: 0.067
Low: 0.045
Previous Close: 0.071
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -66.88%
1 Month
  -5.36%
3 Months     -
YTD
  -15.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.071
1M High / 1M Low: 0.210 0.056
6M High / 6M Low: - -
High (YTD): 1/6/2022 0.210
Low (YTD): 1/20/2022 0.071
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   461.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -