BNP Paribas Call 40 DHL 17.12.202.../  DE000PC3ZQU3  /

EUWAX
6/12/2024  9:55:16 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.630EUR -1.56% -
Bid Size: -
-
Ask Size: -
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: 5.86
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.13
Time value: 0.66
Break-even: 46.60
Moneyness: 0.97
Premium: 0.20
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 6.45%
Delta: 0.68
Theta: 0.00
Omega: 3.96
Rho: 0.69
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.35%
1 Month
  -10.00%
3 Months  
+14.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.630
1M High / 1M Low: 0.710 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -