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BNP Paribas Put 32 DHER 20.12.202.../  DE000PC05H98  /

EUWAX
2024-06-04  4:00:33 PM Chg.-0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.740EUR -7.50% -
Bid Size: -		 -
Ask Size: -		 DELIVERY HERO SE NA ... 32.00 - 2024-12-20 Put
 

Master data

WKN: PC05H9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.74
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.28
Implied volatility: 0.76
Historic volatility: 0.69
Parity: 0.28
Time value: 0.50
Break-even: 24.20
Moneyness: 1.10
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 4.00%
Delta: -0.44
Theta: -0.01
Omega: -1.65
Rho: -0.11
 

Quote data

Open: 0.790
High: 0.790
Low: 0.740
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.37%
1 Month
  -17.78%
3 Months
  -33.93%
YTD
  -30.84%
1 Year  
+1.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.730
1M High / 1M Low: 1.010 0.670
6M High / 6M Low: 1.670 0.670
High (YTD): 2024-02-05 1.670
Low (YTD): 2024-05-16 0.670
52W High: 2024-02-05 1.670
52W Low: 2023-07-19 0.590
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   1.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.906
Avg. volume 1Y:   0.000
Volatility 1M:   106.44%
Volatility 6M:   93.94%
Volatility 1Y:   81.63%
Volatility 3Y:   -