BNP Paribas Put 38 DHER 20.12.2024
/ DE000PC05JB7
BNP Paribas Put 38 DHER 20.12.202.../ DE000PC05JB7 /
| 2024-06-04 4:00:33 PM |
Chg.-0.08 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-6.56% |
-
Bid Size: - |
-
Ask Size: - |
DELIVERY HERO SE NA ... |
38.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PC05JB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.69 |
| Parity: |
0.88 |
| Time value: |
0.31 |
| Break-even: |
26.10 |
| Moneyness: |
1.30 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-1.39 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.14 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.79% |
| 1 Month |
|
|
-14.93% |
| 3 Months |
|
|
-28.75% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
+11.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.12 |
| 1M High / 1M Low: |
1.48 |
1.03 |
| 6M High / 6M Low: |
2.24 |
1.01 |
| High (YTD): |
2024-02-05 |
2.24 |
| Low (YTD): |
2024-04-10 |
1.01 |
| 52W High: |
2024-02-05 |
2.24 |
| 52W Low: |
2023-07-19 |
0.83 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.09% |
| Volatility 6M: |
|
83.63% |
| Volatility 1Y: |
|
74.73% |
| Volatility 3Y: |
|
- |
