BNP Paribas Put 11 DBK 17.12.2027
/ DE000PC3ZPW1
BNP Paribas Put 11 DBK 17.12.2027/ DE000PC3ZPW1 /
| 5/15/2024 9:50:12 PM |
Chg.0.000 |
Bid5/15/2024 |
Ask5/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
0.00% |
1.710
Bid Size: 3,800 |
1.770
Ask Size: 3,800 |
DEUTSCHE BANK AG NA ... |
11.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3ZPW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
-5.03 |
| Time value: |
1.76 |
| Break-even: |
9.24 |
| Moneyness: |
0.69 |
| Premium: |
0.42 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
3.53% |
| Delta: |
-0.15 |
| Theta: |
0.00 |
| Omega: |
-1.39 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.700 |
| High: |
1.730 |
| Low: |
1.690 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-16.99% |
| 3 Months |
|
|
-34.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.710 |
| 1M High / 1M Low: |
2.070 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
