BNP Paribas Put 12 DEQ 17.12.2021/  DE000PF2Y284  /

Frankfurt Zert./BNP
6/15/2021  8:20:38 AM Chg.0.000 Bid6/15/2021 Ask6/15/2021 Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
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: -45.82
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.45
Parity: -0.86
Time value: 0.05
Break-even: 11.55
Moneyness: 0.58
Premium: 0.44
Premium p.a.: 1.04
Spread abs.: 0.03
Spread %: 75.56%
Delta: -0.14
Theta: -0.01
Omega: -6.33
Rho: -0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -52.38%
3 Months
  -77.27%
YTD
  -84.13%
1 Year
  -94.12%
3 Years     -
5 Years     -
1W High / 1W Low: 0.012 0.010
1M High / 1M Low: 0.027 0.010
6M High / 6M Low: 0.080 0.010
High (YTD): 2/9/2021 0.080
Low (YTD): 6/14/2021 0.010
52W High: 9/25/2020 0.370
52W Low: 6/14/2021 0.010
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   149.81%
Volatility 6M:   130.04%
Volatility 1Y:   133.91%
Volatility 3Y:   -