BNP Paribas Call 50 BK 18.12.2020/  DE000PZ5WMZ6  /

EUWAX
11/25/2020  9:08:12 AM Chg.0.000 Bid3:40:08 PM Ask3:40:08 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 30,000
0.081
Ask Size: 30,000
Bank of New York Mel... 50.00 USD 12/18/2020 Call

Master data

WKN: PZ5WMZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Bank of New York Mellon Corp
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/18/2020
Issue date: 1/18/2019
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.40
Parity: -0.78
Time value: 0.08
Break-even: 42.84
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 34.61
Spread abs.: 0.08
Spread %: 98.77%
Delta: 0.20
Theta: -0.04
Omega: 8.24
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.77%
1 Year
  -99.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 1/9/2020 0.470
Low (YTD): 11/25/2020 0.001
52W High: 12/13/2019 0.530
52W Low: 11/25/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   6,333.55%
Volatility 1Y:   9,803.99%
Volatility 3Y:   -