BNP Paribas Call 22 DEQ 17.12.202.../  DE000PF8DTD6  /

EUWAX
5/14/2021  6:19:38 PM Chg.+0.004 Bid5/14/2021 Ask5/14/2021 Underlying Strike price Expiration date Option type
0.059EUR +7.27% 0.059
Bid Size: 10,000
0.079
Ask Size: 10,000
DEUTSCHE EUROSHOP NA... 22.00 EUR 12/17/2021 Call

Master data

WKN: PF8DTD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 12/17/2021
Issue date: 3/29/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.49
Parity: -0.35
Time value: 0.08
Break-even: 22.79
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 25.32%
Delta: 0.20
Theta: 0.00
Omega: 4.71
Rho: 0.02
 

Quote data

Open: 0.059
High: 0.059
Low: 0.051
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.71%
1 Month
  -13.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.055
1M High / 1M Low: 0.090 0.053
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -