BNP Paribas Put 12 DEQ 17.12.2021/  DE000PF2Y284  /

Frankfurt Zert./BNP
5/5/2021  9:20:30 PM Chg.+0.002 Bid9:52:58 PM Ask9:52:58 PM Underlying Strike price Expiration date Option type
0.024EUR +9.09% 0.023
Bid Size: 10,000
0.045
Ask Size: 10,000
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: -42.07
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.50
Parity: -0.69
Time value: 0.05
Break-even: 11.55
Moneyness: 0.63
Premium: 0.39
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 51.11%
Delta: -0.23
Theta: -0.01
Omega: -9.59
Rho: -0.03
 

Quote data

Open: 0.022
High: 0.024
Low: 0.022
Previous Close: 0.022
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.46%
3 Months
  -65.22%
YTD
  -61.90%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.022
1M High / 1M Low: 0.041 0.022
6M High / 6M Low: 0.250 0.022
High (YTD): 2/9/2021 0.080
Low (YTD): 5/4/2021 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.59%
Volatility 6M:   140.46%
Volatility 1Y:   -
Volatility 3Y:   -