BNP Paribas Put 42 DHL 20.06.2025/  DE000PC1FN63  /

Frankfurt Zert./BNP
2024-09-25  9:20:15 PM Chg.-0.020 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.530EUR -3.64% 0.530
Bid Size: 20,000
0.540
Ask Size: 20,000
DEUTSCHE POST AG NA ... 42.00 EUR 2025-06-20 Put
 

Master data

WKN: PC1FN6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 42.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-08
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.84
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.37
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.37
Time value: 0.19
Break-even: 36.40
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.82%
Delta: -0.55
Theta: 0.00
Omega: -3.76
Rho: -0.20
 

Quote data

Open: 0.560
High: 0.560
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.45%
1 Month
  -1.85%
3 Months
  -5.36%
YTD  
+35.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.440
1M High / 1M Low: 0.570 0.430
6M High / 6M Low: 0.700 0.400
High (YTD): 2024-08-13 0.700
Low (YTD): 2024-01-26 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.86%
Volatility 6M:   95.00%
Volatility 1Y:   -
Volatility 3Y:   -