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

Frankfurt Zert./BNP
12/6/2019  9:23:45 PM Chg.+0.150 Bid9:48:18 PM Ask9:48:18 PM Underlying Strike price Expiration date Option type
1.570EUR +10.56% -
Bid Size: -
-
Ask Size: -
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: 1.430
High: 1.590
Low: 1.420
Previous Close: 1.420
Turnover: 0.000
Market phase: DEL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.77%
3 Months
  -9.25%
YTD  
+241.30%
1 Year  
+161.67%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.570 1.280
6M High / 6M Low: 2.330 1.010
High (YTD): 7/26/2019 2.330
Low (YTD): 1/28/2019 0.340
52W High: 7/26/2019 2.330
52W Low: 1/28/2019 0.340
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.391
Avg. volume 1M:   0.000
Avg. price 6M:   1.653
Avg. volume 6M:   0.000
Avg. price 1Y:   1.405
Avg. volume 1Y:   0.000
Volatility 1M:   68.16%
Volatility 6M:   95.54%
Volatility 1Y:   110.95%
Volatility 3Y:   -