BNP Paribas Put 18 DEQ 17.09.2021/  DE000PF8D2R0  /

Frankfurt Zert./BNP
6/17/2021  8:20:28 PM Chg.+0.008 Bid6/17/2021 Ask6/17/2021 Underlying Strike price Expiration date Option type
0.042EUR +23.53% 0.042
Bid Size: 10,000
0.062
Ask Size: 10,000
DEUTSCHE EUROSHOP NA... 18.00 EUR 9/17/2021 Put

Master data

WKN: PF8D2R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 EUR
Maturity: 9/17/2021
Issue date: 3/29/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.42
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.45
Parity: -0.26
Time value: 0.06
Break-even: 17.45
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 36.36%
Delta: -0.51
Theta: -0.02
Omega: -19.20
Rho: -0.03
 

Quote data

Open: 0.034
High: 0.042
Low: 0.033
Previous Close: 0.034
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month
  -58.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.030
1M High / 1M Low: 0.120 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -