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BNP Paribas Put 35 DHER 20.12.202.../  DE000PC05JA9  /

Frankfurt Zert./BNP
2024-09-20  9:20:28 PM Chg.+0.010 Bid9:53:14 PM Ask9:53:14 PM Underlying Strike price Expiration date Option type
0.690EUR +1.47% 0.690
Bid Size: 15,000		 0.720
Ask Size: 15,000		 DELIVERY HERO SE NA ... 35.00 - 2024-12-20 Put
 

Master data

WKN: PC05JA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.75
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.46
Implied volatility: 0.89
Historic volatility: 0.70
Parity: 0.46
Time value: 0.35
Break-even: 26.90
Moneyness: 1.15
Premium: 0.12
Premium p.a.: 0.55
Spread abs.: 0.09
Spread %: 12.50%
Delta: -0.53
Theta: -0.03
Omega: -1.99
Rho: -0.06
 

Quote data

Open: 0.680
High: 0.690
Low: 0.680
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -50.36%
3 Months
  -34.91%
YTD
  -46.09%
1 Year
  -27.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.680
1M High / 1M Low: 1.390 0.680
6M High / 6M Low: 1.690 0.680
High (YTD): 2024-02-02 1.880
Low (YTD): 2024-09-19 0.680
52W High: 2024-02-02 1.880
52W Low: 2024-09-19 0.680
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.963
Avg. volume 1M:   0.000
Avg. price 6M:   1.156
Avg. volume 6M:   0.000
Avg. price 1Y:   1.208
Avg. volume 1Y:   0.000
Volatility 1M:   106.57%
Volatility 6M:   98.51%
Volatility 1Y:   89.14%
Volatility 3Y:   -