BNP Paribas Call 40 DHL 17.12.2027
/ DE000PC3ZQU3
BNP Paribas Call 40 DHL 17.12.202.../ DE000PC3ZQU3 /
| 6/6/2024 10:20:33 AM |
Chg.+0.050 |
Bid10:22:04 AM |
Ask10:22:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+7.81% |
0.680
Bid Size: 100,000 |
0.720
Ask Size: 100,000 |
DEUTSCHE POST AG NA ... |
40.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3ZQU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.20 |
| Parity: |
-0.08 |
| Time value: |
0.69 |
| Break-even: |
46.90 |
| Moneyness: |
0.98 |
| Premium: |
0.20 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
6.15% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
3.95 |
| Rho: |
0.72 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
+25.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.600 |
| 1M High / 1M Low: |
0.710 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
