BNP Paribas Call 44 W8A 18.06.202.../  DE000PF582U2  /

Frankfurt Zert./BNP
5/13/2021  9:50:19 PM Chg.+0.110 Bid9:57:25 PM Ask- Underlying Strike price Expiration date Option type
0.850EUR +14.86% -
Bid Size: -
-
Ask Size: -
WALGREENS BOOTS AL.D... 44.00 - 6/18/2021 Call

Master data

WKN: PF582U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WALGREENS BOOTS AL.DL-,01
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 6/18/2021
Issue date: 1/25/2021
Last trading day: 5/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.09
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.17
Implied volatility: 2.99
Historic volatility: 0.28
Parity: 0.17
Time value: 0.58
Break-even: 51.50
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.00
Spread abs.: -0.08
Spread %: -10.67%
Delta: 0.60
Theta: -0.53
Omega: 3.68
Rho: 0.00
 

Quote data

Open: 0.750
High: 0.850
Low: 0.730
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.86%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.850 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -