BNP Paribas Put 16 DEQ 17.09.2021/  DE000PF8D2P4  /

Frankfurt Zert./BNP
5/14/2021  9:20:32 PM Chg.-0.004 Bid9:34:12 PM Ask9:34:12 PM Underlying Strike price Expiration date Option type
0.043EUR -8.51% 0.043
Bid Size: 10,000
0.063
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: -28.21
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.49
Parity: -0.29
Time value: 0.07
Break-even: 15.33
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 29.85%
Delta: -0.65
Theta: -0.02
Omega: -18.39
Rho: -0.04
 

Quote data

Open: 0.047
High: 0.052
Low: 0.043
Previous Close: 0.047
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month
  -46.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.047 0.034
1M High / 1M Low: 0.090 0.034
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -