BNP Paribas Put 12 DEQ 17.09.2021/  DE000PF2Y268  /

Frankfurt Zert./BNP
7/29/2021  9:20:40 PM Chg.0.000 Bid7/29/2021 Ask7/29/2021 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
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: -45.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.13
Historic volatility: 0.45
Parity: -0.87
Time value: 0.05
Break-even: 11.55
Moneyness: 0.58
Premium: 0.44
Premium p.a.: 13.39
Spread abs.: 0.04
Spread %: 97.78%
Delta: -0.09
Theta: -0.02
Omega: -4.26
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -90.91%
YTD
  -97.87%
1 Year
  -99.55%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.062 0.001
High (YTD): 2/8/2021 0.062
Low (YTD): 7/28/2021 0.001
52W High: 9/25/2020 0.360
52W Low: 7/28/2021 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.019
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   393.40%
Volatility 6M:   238.00%
Volatility 1Y:   197.86%
Volatility 3Y:   -