BNP Paribas Call 15 DEQ 17.12.202.../  DE000PF2ZY68  /

EUWAX
5/18/2021  11:09:08 AM Chg.-0.010 Bid11:42:13 AM Ask11:42:13 AM Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.410
Bid Size: 30,000
0.430
Ask Size: 30,000
DEUTSCHE EUROSHOP NA... 15.00 EUR 12/17/2021 Call

Master data

WKN: PF2ZY6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/17/2021
Issue date: 5/11/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.15
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 0.94
Historic volatility: 0.49
Parity: 0.37
Time value: 0.08
Break-even: 19.50
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.58
Theta: 0.00
Omega: 2.41
Rho: 0.04
 

Quote data

Open: 0.430
High: 0.430
Low: 0.420
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -4.55%
3 Months  
+40.00%
YTD
  -10.64%
1 Year  
+250.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.540 0.380
6M High / 6M Low: 0.540 0.300
High (YTD): 5/10/2021 0.540
Low (YTD): 2/19/2021 0.300
52W High: 5/10/2021 0.540
52W Low: 9/21/2020 0.034
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   0.000
Volatility 1M:   120.24%
Volatility 6M:   122.58%
Volatility 1Y:   225.93%
Volatility 3Y:   -