BNP Paribas Put 135 DHER 17.12.20.../  DE000PF65F60  /

EUWAX
10/18/2021  8:32:01 AM Chg.-0.32 Bid11:18:51 AM Ask11:18:51 AM Underlying Strike price Expiration date Option type
2.34EUR -12.03% 2.39
Bid Size: 15,700
2.40
Ask Size: 15,700
DELIVERY HERO SE NA ... 135.00 EUR 12/17/2021 Put

Master data

WKN: PF65F6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 135.00 EUR
Maturity: 12/17/2021
Issue date: 2/19/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.84
Leverage: Yes

Calculated values

Fair value: 3.42
Intrinsic value: 2.04
Implied volatility: -
Historic volatility: 0.42
Parity: 2.04
Time value: 0.33
Break-even: 111.30
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 1.69%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.34
High: 2.34
Low: 2.34
Previous Close: 2.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.68%
1 Month  
+30.00%
3 Months  
+8.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.08 2.61
1M High / 1M Low: 3.21 1.97
6M High / 6M Low: 3.83 1.43
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.86
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   2.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.59%
Volatility 6M:   124.77%
Volatility 1Y:   -
Volatility 3Y:   -