BNP Paribas Put 12 DEQ 17.12.2021/  DE000PF2Y284  /

Frankfurt Zert./BNP
5/10/2021  9:20:32 PM Chg.-0.003 Bid8:05:36 AM Ask8:05:36 AM Underlying Strike price Expiration date Option type
0.017EUR -15.00% 0.017
Bid Size: 8,000
0.045
Ask Size: 8,000
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: -42.56
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.50
Parity: -0.72
Time value: 0.05
Break-even: 11.55
Moneyness: 0.63
Premium: 0.40
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 55.56%
Delta: -0.21
Theta: -0.01
Omega: -8.83
Rho: -0.03
 

Quote data

Open: 0.020
High: 0.020
Low: 0.016
Previous Close: 0.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -54.05%
3 Months
  -76.71%
YTD
  -73.02%
1 Year
  -89.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.017
1M High / 1M Low: 0.041 0.017
6M High / 6M Low: 0.150 0.017
High (YTD): 2/9/2021 0.080
Low (YTD): 5/10/2021 0.017
52W High: 9/25/2020 0.370
52W Low: 5/10/2021 0.017
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   132.59%
Volatility 6M:   129.49%
Volatility 1Y:   137.09%
Volatility 3Y:   -