BNP Paribas Put 17 DBK 17.12.2027
/ DE000PC3ZP57
BNP Paribas Put 17 DBK 17.12.2027/ DE000PC3ZP57 /
| 17/05/2024 10:04:12 |
Chg.-0.02 |
Bid11:02:07 |
Ask11:02:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
-0.43% |
4.62
Bid Size: 14,000 |
4.66
Ask Size: 14,000 |
DEUTSCHE BANK AG NA ... |
17.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PC3ZP5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
1.14 |
| Time value: |
3.60 |
| Break-even: |
12.26 |
| Moneyness: |
1.07 |
| Premium: |
0.23 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.28% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-1.01 |
| Rho: |
-0.34 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.65% |
| 1 Month |
|
|
-12.41% |
| 3 Months |
|
|
-27.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.68 |
4.50 |
| 1M High / 1M Low: |
5.32 |
4.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
