BNP Paribas Put 15 DEQ 17.09.2021/  DE000PF2Y276  /

Frankfurt Zert./BNP
5/17/2021  3:21:01 PM Chg.+0.001 Bid3:48:35 PM Ask3:48:35 PM Underlying Strike price Expiration date Option type
0.032EUR +3.23% 0.033
Bid Size: 30,000
0.053
Ask Size: 30,000
DEUTSCHE EUROSHOP NA... 15.00 EUR 9/17/2021 Put

Master data

WKN: PF2Y27
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 9/17/2021
Issue date: 5/11/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.06
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.49
Parity: -0.39
Time value: 0.05
Break-even: 14.49
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 39.22%
Delta: -0.34
Theta: -0.01
Omega: -12.42
Rho: -0.02
 

Quote data

Open: 0.030
High: 0.035
Low: 0.030
Previous Close: 0.031
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.00%
1 Month
  -40.74%
3 Months
  -77.14%
YTD
  -73.33%
1 Year
  -92.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.034 0.025
1M High / 1M Low: 0.063 0.025
6M High / 6M Low: 0.190 0.025
High (YTD): 2/8/2021 0.160
Low (YTD): 5/10/2021 0.025
52W High: 9/25/2020 0.620
52W Low: 5/10/2021 0.025
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   173.69%
Volatility 6M:   150.30%
Volatility 1Y:   140.22%
Volatility 3Y:   -