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

EUWAX
6/24/2021  8:37:38 AM Chg.+0.003 Bid9:22:57 AM Ask9:22:57 AM Underlying Strike price Expiration date Option type
0.078EUR +4.00% 0.080
Bid Size: 30,000
0.100
Ask Size: 30,000
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: 21.35
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.45
Parity: -0.15
Time value: 0.10
Break-even: 22.96
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 20.83%
Delta: 0.25
Theta: 0.00
Omega: 5.25
Rho: 0.02
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.075
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.88%
1 Month  
+41.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.064
1M High / 1M Low: 0.110 0.063
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -