BNP Paribas Put 100 DHER 17.12.20.../  DE000PF65FZ1  /

Frankfurt Zert./BNP
12/7/2021  8:20:28 PM Chg.-0.250 Bid12/7/2021 Ask12/7/2021 Underlying Strike price Expiration date Option type
0.280EUR -47.17% 0.280
Bid Size: 10,000
0.320
Ask Size: 9,375
DELIVERY HERO SE NA ... 100.00 EUR 12/17/2021 Put

Master data

WKN: PF65FZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 12/17/2021
Issue date: 2/19/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.51
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.02
Implied volatility: 0.72
Historic volatility: 0.41
Parity: 0.02
Time value: 0.55
Break-even: 94.30
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 6.09
Spread abs.: 0.04
Spread %: 7.02%
Delta: -0.54
Theta: -0.33
Omega: -9.38
Rho: -0.02
 

Quote data

Open: 0.470
High: 0.470
Low: 0.240
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+180.00%
1 Month
  -34.88%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.100
1M High / 1M Low: 0.530 0.087
6M High / 6M Low: 1.040 0.087
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   545.10%
Volatility 6M:   247.20%
Volatility 1Y:   -
Volatility 3Y:   -