BNP Paribas Put 95 DHER 17.12.202.../  DE000PF65FY4  /

EUWAX
10/20/2021  9:15:47 AM Chg.-0.020 Bid1:02:11 PM Ask1:02:11 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.260
Bid Size: 21,200
0.270
Ask Size: 21,200
DELIVERY HERO SE NA ... 95.00 EUR 12/17/2021 Put

Master data

WKN: PF65FY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 95.00 EUR
Maturity: 12/17/2021
Issue date: 2/19/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.31
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: -2.07
Time value: 0.31
Break-even: 91.90
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 2.24
Spread abs.: 0.04
Spread %: 12.90%
Delta: -0.24
Theta: -0.10
Omega: -8.95
Rho: -0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.90%
1 Month
  -22.86%
3 Months
  -41.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.290
1M High / 1M Low: 0.540 0.290
6M High / 6M Low: 1.200 0.270
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   327.273
Avg. price 6M:   0.566
Avg. volume 6M:   55.385
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.68%
Volatility 6M:   153.76%
Volatility 1Y:   -
Volatility 3Y:   -