BNP Paribas Call 13 ZIL2 16.12.20.../  DE000PH7DCF7  /

EUWAX
1/28/2022  6:19:33 PM Chg.-0.010 Bid1/28/2022 Ask1/28/2022 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 10,000
0.140
Ask Size: 10,000
ELRINGKLINGER AG NA ... 13.00 - 12/16/2022 Call

Master data

WKN: PH7DCF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 12/16/2022
Issue date: 11/22/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.47
Parity: -0.25
Time value: 0.15
Break-even: 14.50
Moneyness: 0.81
Premium: 0.38
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.36
Theta: 0.00
Omega: 2.52
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -25.00%
3 Months     -
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: - -
High (YTD): 1/5/2022 0.310
Low (YTD): 1/24/2022 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -