BNP Paribas Call 15 ZIL2 16.12.20.../  DE000PH7DCH3  /

EUWAX
1/25/2022  4:10:46 PM Chg.-0.003 Bid4:14:38 PM Ask4:14:38 PM Underlying Strike price Expiration date Option type
0.074EUR -3.90% 0.075
Bid Size: 30,000
0.090
Ask Size: 30,000
ELRINGKLINGER AG NA ... 15.00 - 12/16/2022 Call

Master data

WKN: PH7DCH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 12/16/2022
Issue date: 11/22/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.47
Parity: -0.50
Time value: 0.12
Break-even: 16.20
Moneyness: 0.67
Premium: 0.62
Premium p.a.: 0.72
Spread abs.: 0.04
Spread %: 30.00%
Delta: 0.31
Theta: 0.00
Omega: 2.55
Rho: 0.02
 

Quote data

Open: 0.083
High: 0.083
Low: 0.074
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.14%
1 Month
  -38.33%
3 Months     -
YTD
  -32.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.077
1M High / 1M Low: 0.220 0.077
6M High / 6M Low: - -
High (YTD): 1/6/2022 0.220
Low (YTD): 1/24/2022 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -