BNP Paribas Call 35 DHL 17.12.2027
/ DE000PC3ZQS7
BNP Paribas Call 35 DHL 17.12.202.../ DE000PC3ZQS7 /
| 16/05/2024 13:20:41 |
Chg.+0.030 |
Bid16/05/2024 |
Ask16/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+3.16% |
0.980
Bid Size: 100,000 |
1.020
Ask Size: 100,000 |
DEUTSCHE POST AG NA ... |
35.00 EUR |
17/12/2027 |
Call |
Master data
| WKN: |
PC3ZQS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.20 |
| Parity: |
0.48 |
| Time value: |
0.51 |
| Break-even: |
44.80 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
4.26% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.62 |
| Rho: |
0.92 |
Quote data
| Open: |
0.940 |
| High: |
0.990 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.11% |
| 1 Month |
|
|
+28.95% |
| 3 Months |
|
|
-9.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.890 |
| 1M High / 1M Low: |
0.950 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
