BNP Paribas Call 60 WBA 17.09.202.../  DE000PF8MGH5  /

Frankfurt Zert./BNP
7/23/2021  9:50:20 PM Chg.0.000 Bid7/23/2021 Ask7/23/2021 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.081
Ask Size: 100,000
Walgreens Boots Alli... 60.00 USD 9/17/2021 Call

Master data

WKN: PF8MGH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/17/2021
Issue date: 4/1/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.28
Parity: -1.15
Time value: 0.08
Break-even: 51.78
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 5.04
Spread abs.: 0.08
Spread %: 98.77%
Delta: 0.15
Theta: -0.02
Omega: 7.49
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -98.15%
3 Months
  -99.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.064 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:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   386.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -