BNP Paribas Put 42 DHL 17.12.2027
/ DE000PC3ZRN6
BNP Paribas Put 42 DHL 17.12.2027/ DE000PC3ZRN6 /
6/5/2024 9:50:17 PM |
Chg.-0.030 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-3.61% |
0.790 Bid Size: 20,000 |
0.830 Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
42.00 EUR |
12/17/2027 |
Put |
Master data
WKN: |
PC3ZRN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
1/26/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
0.34 |
Time value: |
0.53 |
Break-even: |
33.30 |
Moneyness: |
1.09 |
Premium: |
0.14 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
4.82% |
Delta: |
-0.35 |
Theta: |
0.00 |
Omega: |
-1.54 |
Rho: |
-0.78 |
Quote data
Open: |
0.820 |
High: |
0.830 |
Low: |
0.790 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.61% |
1 Month |
|
|
-3.61% |
3 Months |
|
|
-5.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.800 |
1M High / 1M Low: |
0.840 |
0.760 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.816 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.804 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |