BNP Paribas Call 45 DHL 17.12.202.../  DE000PC3ZQW9  /

EUWAX
2024-06-04  4:04:29 PM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 45.00 EUR 2027-12-17 Call
 

Master data

WKN: PC3ZQW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.05
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.64
Time value: 0.48
Break-even: 49.80
Moneyness: 0.86
Premium: 0.29
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.54
Theta: 0.00
Omega: 4.37
Rho: 0.57
 

Quote data

Open: 0.450
High: 0.450
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month     0.00%
3 Months
  -16.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.420
1M High / 1M Low: 0.510 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -