BNP Paribas Call 45 W8A 18.06.202.../  DE000PF582V0  /

EUWAX
5/13/2021  8:38:41 AM Chg.- Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.670EUR - -
Bid Size: -
-
Ask Size: -
WALGREENS BOOTS AL.D... 45.00 - 6/18/2021 Call

Master data

WKN: PF582V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WALGREENS BOOTS AL.DL-,01
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 6/18/2021
Issue date: 1/25/2021
Last trading day: 5/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 5.23
Historic volatility: 0.28
Parity: -0.03
Time value: 0.67
Break-even: 51.70
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.00
Spread abs.: -0.08
Spread %: -11.94%
Delta: 0.57
Theta: -1.67
Omega: 3.79
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.740
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -26.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -