BNP Paribas Call 58 WBA 18.06.202.../  DE000PF8MGG7  /

EUWAX
6/16/2021  8:24:51 AM Chg.- Bid8:10:08 AM Ask8:10:08 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 50,000
0.081
Ask Size: 50,000
Walgreens Boots Alli... 58.00 USD 6/18/2021 Call

Master data

WKN: PF8MGG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 6/18/2021
Issue date: 4/1/2021
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.07
Historic volatility: 0.28
Parity: -0.31
Time value: 0.08
Break-even: 49.16
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 98.77%
Delta: 0.28
Theta: -0.81
Omega: 15.71
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
  -96.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.053 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,088.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -