BNP Paribas Put 12 DEQ 17.09.2021/  DE000PF2Y268  /

Frankfurt Zert./BNP
5/14/2021  9:20:44 PM Chg.-0.001 Bid5/14/2021 Ask5/14/2021 Underlying Strike price Expiration date Option type
0.007EUR -12.50% 0.007
Bid Size: 10,000
0.045
Ask Size: 10,000
DEUTSCHE EUROSHOP NA... 12.00 EUR 9/17/2021 Put

Master data

WKN: PF2Y26
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 12.00 EUR
Maturity: 9/17/2021
Issue date: 5/11/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -41.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.49
Parity: -0.65
Time value: 0.05
Break-even: 11.55
Moneyness: 0.65
Premium: 0.38
Premium p.a.: 1.53
Spread abs.: 0.04
Spread %: 82.22%
Delta: -0.15
Theta: -0.01
Omega: -6.22
Rho: -0.01
 

Quote data

Open: 0.008
High: 0.009
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.16%
3 Months
  -86.79%
YTD
  -85.11%
1 Year
  -96.82%
3 Years     -
5 Years     -
1W High / 1W Low: 0.008 0.005
1M High / 1M Low: 0.019 0.005
6M High / 6M Low: 0.100 0.005
High (YTD): 2/8/2021 0.062
Low (YTD): 5/10/2021 0.005
52W High: 9/25/2020 0.360
52W Low: 5/10/2021 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.041
Avg. volume 6M:   0.000
Avg. price 1Y:   0.125
Avg. volume 1Y:   0.000
Volatility 1M:   237.81%
Volatility 6M:   154.26%
Volatility 1Y:   159.74%
Volatility 3Y:   -