BNP Paribas Put 42 DHL 17.12.2027/  DE000PC3ZRN6  /

EUWAX
2024-06-04  4:04:29 PM Chg.- Bid8:50:45 AM Ask8:50:45 AM Underlying Strike price Expiration date Option type
0.810EUR - -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 42.00 EUR 2027-12-17 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: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.49
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.34
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 0.34
Time value: 0.53
Break-even: 33.40
Moneyness: 1.09
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 4.88%
Delta: -0.35
Theta: 0.00
Omega: -1.56
Rho: -0.78
 

Quote data

Open: 0.800
High: 0.810
Low: 0.800
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.25%
1 Month
  -4.71%
3 Months  
+8.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.800
1M High / 1M Low: 0.850 0.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.800
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -