BNP Paribas Call 38 DHL 17.12.202.../  DE000PC3ZQT5  /

Frankfurt Zert./BNP
05/06/2024  21:50:11 Chg.+0.020 Bid05/06/2024 Ask05/06/2024 Underlying Strike price Expiration date Option type
0.740EUR +2.78% 0.740
Bid Size: 20,000
0.780
Ask Size: 20,000
DEUTSCHE POST AG NA ... 38.00 EUR 17/12/2027 Call
 

Master data

WKN: PC3ZQT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 17/12/2027
Issue date: 26/01/2024
Last trading day: 16/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.06
Implied volatility: 0.17
Historic volatility: 0.20
Parity: 0.06
Time value: 0.70
Break-even: 45.60
Moneyness: 1.02
Premium: 0.18
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 5.56%
Delta: 0.73
Theta: 0.00
Omega: 3.71
Rho: 0.73
 

Quote data

Open: 0.720
High: 0.740
Low: 0.720
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month  
+4.23%
3 Months
  -9.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.680
1M High / 1M Low: 0.810 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.737
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -