BNP Paribas Call 80 HNK1 20.12.20.../  DE000PZ3X0Z6  /

EUWAX
12/6/2019  8:41:39 AM Chg.- Bid9:48:18 PM Ask9:48:18 PM Underlying Strike price Expiration date Option type
1.42EUR - 1.57
Bid Size: 3,300
1.59
Ask Size: 3,300
HEINEKEN EO... 80.00 - 12/20/2019 Call

Master data

WKN: PZ3X0Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/20/2019
Issue date: 11/1/2018
Last trading day: 12/9/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 1.82
Historic volatility: 0.17
Parity: 1.33
Time value: 0.26
Break-even: 95.90
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 4.46
Spread abs.: 0.02
Spread %: 1.26%
Delta: 0.77
Theta: -0.48
Omega: 4.52
Rho: 0.01
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.41
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.81%
3 Months
  -22.40%
YTD  
+202.13%
1 Year  
+129.03%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.45 1.27
6M High / 6M Low: 2.22 1.02
High (YTD): 7/26/2019 2.22
Low (YTD): 1/28/2019 0.32
52W High: 7/26/2019 2.22
52W Low: 1/28/2019 0.32
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   1.65
Avg. volume 6M:   0.00
Avg. price 1Y:   1.39
Avg. volume 1Y:   0.00
Volatility 1M:   53.19%
Volatility 6M:   97.76%
Volatility 1Y:   104.45%
Volatility 3Y:   -