BNP Paribas Put 12 DEQ 17.12.2021/  DE000PF2Y284  /

EUWAX
5/7/2021  6:13:48 PM Chg.-0.001 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.020EUR -4.76% -
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: -42.56
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.49
Parity: -0.72
Time value: 0.05
Break-even: 11.55
Moneyness: 0.63
Premium: 0.40
Premium p.a.: 0.73
Spread abs.: 0.03
Spread %: 55.56%
Delta: -0.21
Theta: -0.01
Omega: -9.04
Rho: -0.03
 

Quote data

Open: 0.020
High: 0.021
Low: 0.020
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -45.95%
3 Months
  -75.00%
YTD
  -68.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.023 0.020
1M High / 1M Low: 0.041 0.020
6M High / 6M Low: 0.170 0.020
High (YTD): 2/9/2021 0.080
Low (YTD): 5/7/2021 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.95%
Volatility 6M:   142.46%
Volatility 1Y:   -
Volatility 3Y:   -