BNP Paribas Call 75 HNK1 20.12.20.../  DE000PZ3X0Y9  /

Frankfurt Zert./BNP
12/6/2019  9:22:38 PM Chg.+0.150 Bid9:48:18 PM Ask9:48:18 PM Underlying Strike price Expiration date Option type
2.070EUR +7.81% -
Bid Size: -
-
Ask Size: -
HEINEKEN EO... 75.00 - 12/20/2019 Call

Master data

WKN: PZ3X0Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 12/20/2019
Issue date: 11/1/2018
Last trading day: 12/9/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.46
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.83
Implied volatility: 2.23
Historic volatility: 0.17
Parity: 1.83
Time value: 0.26
Break-even: 95.90
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 4.46
Spread abs.: 0.02
Spread %: 0.96%
Delta: 0.81
Theta: -0.53
Omega: 3.61
Rho: 0.01
 

Quote data

Open: 1.930
High: 2.080
Low: 1.920
Previous Close: 1.920
Turnover: 0.000
Market phase: DEL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.00%
3 Months
  -2.36%
YTD  
+204.41%
1 Year  
+135.23%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.070 1.780
6M High / 6M Low: 2.820 1.490
High (YTD): 7/26/2019 2.820
Low (YTD): 1/25/2019 0.550
52W High: 7/26/2019 2.820
52W Low: 1/25/2019 0.550
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.896
Avg. volume 1M:   0.000
Avg. price 6M:   2.134
Avg. volume 6M:   0.000
Avg. price 1Y:   1.839
Avg. volume 1Y:   0.000
Volatility 1M:   49.64%
Volatility 6M:   76.97%
Volatility 1Y:   92.31%
Volatility 3Y:   -