BNP Paribas Put 120 DHER 17.12.20.../  DE000PF65F37  /

EUWAX
10/26/2021  9:13:33 AM Chg.-0.05 Bid12:28:24 PM Ask12:28:24 PM Underlying Strike price Expiration date Option type
1.17EUR -4.10% 1.18
Bid Size: 6,800
1.19
Ask Size: 6,800
DELIVERY HERO SE NA ... 120.00 EUR 12/17/2021 Put

Master data

WKN: PF65F3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 12/17/2021
Issue date: 2/19/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.78
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.77
Implied volatility: -
Historic volatility: 0.42
Parity: 0.77
Time value: 0.52
Break-even: 107.20
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 3.13%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.85%
1 Month  
+11.43%
3 Months  
+5.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 0.92
1M High / 1M Low: 1.92 0.92
6M High / 6M Low: 2.67 0.77
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   38.46
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.10%
Volatility 6M:   158.07%
Volatility 1Y:   -
Volatility 3Y:   -