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

EUWAX
12/6/2019  8:41:39 AM Chg.- Bid9:48:18 PM Ask9:48:18 PM Underlying Strike price Expiration date Option type
2.42EUR - 2.57
Bid Size: 3,080
2.59
Ask Size: 3,080
HEINEKEN EO... 70.00 - 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 -
Maturity: 12/20/2019
Issue date: 11/1/2018
Last trading day: 12/9/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 2.35
Implied volatility: 2.42
Historic volatility: 0.17
Parity: 2.35
Time value: 0.24
Break-even: 95.90
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 2.83
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.84
Theta: -0.47
Omega: 3.04
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month  
+7.08%
3 Months
  -13.88%
YTD  
+142.00%
1 Year  
+95.16%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.45 2.26
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:   -
Avg. volume 1W:   -
Avg. price 1M:   2.36
Avg. volume 1M:   0.00
Avg. price 6M:   2.62
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   31.75%
Volatility 6M:   64.38%
Volatility 1Y:   70.64%
Volatility 3Y:   -