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BNP Paribas Put 40 DHER 20.12.202.../  DE000PC05JC5  /

EUWAX
2024-06-04  10:30:01 AM Chg.-0.01 Bid12:20:08 PM Ask12:20:08 PM Underlying Strike price Expiration date Option type
1.37EUR -0.72% 1.35
Bid Size: 75,000		 1.37
Ask Size: 75,000		 DELIVERY HERO SE NA ... 40.00 - 2024-12-20 Put
 

Master data

WKN: PC05JC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.18
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.08
Implied volatility: 0.74
Historic volatility: 0.69
Parity: 1.08
Time value: 0.26
Break-even: 26.60
Moneyness: 1.37
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.29%
Delta: -0.61
Theta: -0.01
Omega: -1.32
Rho: -0.17
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.73%
1 Month
  -8.67%
3 Months
  -22.60%
YTD
  -18.93%
1 Year  
+21.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.26
1M High / 1M Low: 1.65 1.17
6M High / 6M Low: 2.43 1.13
High (YTD): 2024-02-05 2.43
Low (YTD): 2024-04-10 1.13
52W High: 2024-02-05 2.43
52W Low: 2023-07-19 0.92
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   1.43
Avg. volume 1Y:   0.00
Volatility 1M:   92.79%
Volatility 6M:   81.01%
Volatility 1Y:   72.41%
Volatility 3Y:   -