BNP Paribas Put 12 DEQ 17.12.2021/  DE000PF2Y284  /

EUWAX
5/14/2021  6:16:23 PM Chg.-0.003 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.021EUR -12.50% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 12.00 EUR 12/17/2021 Put

Master data

WKN: PF2Y28
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 5/11/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -42.00
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.49
Parity: -0.69
Time value: 0.05
Break-even: 11.55
Moneyness: 0.63
Premium: 0.39
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 55.56%
Delta: -0.21
Theta: -0.01
Omega: -8.95
Rho: -0.03
 

Quote data

Open: 0.023
High: 0.024
Low: 0.021
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -40.00%
3 Months
  -73.42%
YTD
  -67.19%
1 Year
  -90.87%
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.016
1M High / 1M Low: 0.037 0.016
6M High / 6M Low: 0.120 0.016
High (YTD): 2/9/2021 0.080
Low (YTD): 5/10/2021 0.016
52W High: 9/25/2020 0.370
52W Low: 5/10/2021 0.016
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.143
Avg. volume 1Y:   0.000
Volatility 1M:   194.94%
Volatility 6M:   135.92%
Volatility 1Y:   142.98%
Volatility 3Y:   -