BNP Paribas Put 16 DEQ 17.09.2021/  DE000PF8D2P4  /

Frankfurt Zert./BNP
6/15/2021  9:20:35 PM Chg.-0.001 Bid6/15/2021 Ask6/15/2021 Underlying Strike price Expiration date Option type
0.013EUR -7.14% 0.013
Bid Size: 10,000
0.045
Ask Size: 10,000
DEUTSCHE EUROSHOP NA... 16.00 EUR 9/17/2021 Put

Master data

WKN: PF8D2P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 16.00 EUR
Maturity: 9/17/2021
Issue date: 3/29/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -46.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.45
Parity: -0.47
Time value: 0.05
Break-even: 15.55
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 1.37
Spread abs.: 0.03
Spread %: 68.89%
Delta: -0.22
Theta: -0.01
Omega: -9.89
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.013
Previous Close: 0.014
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -69.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.017 0.014
1M High / 1M Low: 0.057 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -