BNP Paribas Put 40 DHL 17.12.2027
/ DE000PC3ZRM8
BNP Paribas Put 40 DHL 17.12.2027/ DE000PC3ZRM8 /
| 05/06/2024 10:42:40 |
Chg.+0.010 |
Bid11:04:48 |
Ask11:04:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
0.710
Bid Size: 100,000 |
0.750
Ask Size: 100,000 |
DEUTSCHE POST AG NA ... |
40.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PC3ZRM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.14 |
| Time value: |
0.62 |
| Break-even: |
32.40 |
| Moneyness: |
1.04 |
| Premium: |
0.16 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
-0.32 |
| Theta: |
0.00 |
| Omega: |
-1.63 |
| Rho: |
-0.71 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-4.05% |
| 3 Months |
|
|
+9.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.690 |
| 1M High / 1M Low: |
0.740 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
