BNP Paribas Call 20 DEQ 17.12.202.../  DE000PF8DTC8  /

EUWAX
5/17/2021  2:12:27 PM Chg.-0.010 Bid2:30:00 PM Ask2:30:00 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 30,000
0.130
Ask Size: 30,000
DEUTSCHE EUROSHOP NA... 20.00 EUR 12/17/2021 Call

Master data

WKN: PF8DTC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/17/2021
Issue date: 3/29/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.49
Parity: -0.11
Time value: 0.15
Break-even: 21.50
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.31
Theta: 0.00
Omega: 3.90
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -21.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -