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

EUWAX
5/12/2021  1:10:23 PM Chg.-0.003 Bid2:04:10 PM Ask2:04:10 PM Underlying Strike price Expiration date Option type
0.072EUR -4.00% 0.070
Bid Size: 30,000
0.090
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: 20.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.49
Parity: -0.26
Time value: 0.10
Break-even: 22.95
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 21.05%
Delta: 0.23
Theta: 0.00
Omega: 4.61
Rho: 0.02
 

Quote data

Open: 0.066
High: 0.072
Low: 0.058
Previous Close: 0.075
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+16.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.064
1M High / 1M Low: 0.090 0.053
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
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:   237.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -