BNP Paribas Put 35 DHER 20.12.2024
/ DE000PC05JA9
BNP Paribas Put 35 DHER 20.12.202.../ DE000PC05JA9 /
2024-06-04 4:00:33 PM |
Chg.-0.07 |
Bid6:20:43 PM |
Ask6:20:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.93EUR |
-7.00% |
0.95 Bid Size: 15,000 |
0.98 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: |
-2.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.75 |
Historic volatility: |
0.69 |
Parity: |
0.58 |
Time value: |
0.40 |
Break-even: |
25.20 |
Moneyness: |
1.20 |
Premium: |
0.14 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
3.16% |
Delta: |
-0.51 |
Theta: |
-0.01 |
Omega: |
-1.50 |
Rho: |
-0.13 |
Quote data
Open: |
0.99 |
High: |
0.99 |
Low: |
0.93 |
Previous Close: |
1.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.20% |
1 Month |
|
|
-16.22% |
3 Months |
|
|
-31.11% |
YTD |
|
|
-27.91% |
1 Year |
|
|
+6.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.04 |
0.91 |
1M High / 1M Low: |
1.24 |
0.84 |
6M High / 6M Low: |
1.95 |
0.83 |
High (YTD): |
2024-02-05 |
1.95 |
Low (YTD): |
2024-04-10 |
0.83 |
52W High: |
2024-02-05 |
1.95 |
52W Low: |
2023-07-19 |
0.71 |
Avg. price 1W: |
|
1.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.09 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
103.09% |
Volatility 6M: |
|
89.13% |
Volatility 1Y: |
|
77.65% |
Volatility 3Y: |
|
- |