BNP Paribas Call 19 DEQ 17.12.202.../  DE000PF8DTB0  /

EUWAX
5/7/2021  6:17:18 PM Chg.0.000 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.190EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 19.00 EUR 12/17/2021 Call

Master data

WKN: PF8DTB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 12/17/2021
Issue date: 3/29/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.12
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.02
Implied volatility: 0.71
Historic volatility: 0.49
Parity: 0.02
Time value: 0.20
Break-even: 21.10
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.38
Theta: 0.00
Omega: 3.43
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -5.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.200 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -