BNP Paribas Put 140 DHER 17.12.20.../  DE000PF65F78  /

EUWAX
10/26/2021  9:13:33 AM Chg.-0.07 Bid1:47:13 PM Ask1:47:13 PM Underlying Strike price Expiration date Option type
2.73EUR -2.50% 2.77
Bid Size: 17,200
2.78
Ask Size: 17,200
DELIVERY HERO SE NA ... 140.00 EUR 12/17/2021 Put

Master data

WKN: PF65F7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 12/17/2021
Issue date: 2/19/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.90
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 2.77
Implied volatility: -
Historic volatility: 0.42
Parity: 2.77
Time value: 0.12
Break-even: 111.20
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.39%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.73
High: 2.73
Low: 2.73
Previous Close: 2.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.37%
1 Month  
+15.68%
3 Months  
+31.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.80 2.35
1M High / 1M Low: 3.66 2.35
6M High / 6M Low: 4.25 1.72
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.60
Avg. volume 1W:   0.00
Avg. price 1M:   3.04
Avg. volume 1M:   0.00
Avg. price 6M:   2.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.36%
Volatility 6M:   120.91%
Volatility 1Y:   -
Volatility 3Y:   -