BNP Paribas Call 70 HNK1 20.12.20.../  DE000PZ3X0X1  /

EUWAX
12/6/2019  8:41:39 AM Chg.+0.01 Bid9:48:18 PM Ask9:48:18 PM Underlying Strike price Expiration date Option type
2.42EUR +0.41% 2.57
Bid Size: 3,080
2.59
Ask Size: 3,080
HEINEKEN EO... 70.00 EUR 12/20/2019 Call

Master data

WKN: PZ3X0X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/20/2019
Issue date: 11/1/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 2.57
Intrinsic value: 2.57
Implied volatility: 1.38
Historic volatility: 0.18
Parity: 2.57
Time value: 0.02
Break-even: 95.90
Moneyness: 1.37
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.90
Theta: -0.10
Omega: 3.32
Rho: 0.02
 

Quote data

Open: 2.42
High: 2.42
Low: 2.42
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.26%
1 Month  
+14.69%
3 Months
  -14.79%
YTD  
+142.00%
1 Year  
+114.16%
3 Years     -
5 Years     -
1W High / 1W Low: 2.42 2.35
1M High / 1M Low: 2.45 2.09
6M High / 6M Low: 3.22 2.00
High (YTD): 7/26/2019 3.22
Low (YTD): 1/18/2019 0.80
52W High: 7/26/2019 3.22
52W Low: 1/18/2019 0.80
Avg. price 1W:   2.40
Avg. volume 1W:   0.00
Avg. price 1M:   2.31
Avg. volume 1M:   0.00
Avg. price 6M:   2.62
Avg. volume 6M:   0.00
Avg. price 1Y:   2.26
Avg. volume 1Y:   0.00
Volatility 1M:   37.45%
Volatility 6M:   63.87%
Volatility 1Y:   71.05%
Volatility 3Y:   -