BNP Paribas Put 42 DHL 20.06.2025/  DE000PC1FN63  /

EUWAX
2024-09-25  9:53:49 AM Chg.+0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.550EUR +1.85% -
Bid Size: -
-
Ask Size: -
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: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month  
+1.85%
3 Months
  -1.79%
YTD  
+37.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.460
1M High / 1M Low: 0.580 0.420
6M High / 6M Low: 0.710 0.390
High (YTD): 2024-08-14 0.710
Low (YTD): 2024-01-26 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   0.532
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.27%
Volatility 6M:   91.10%
Volatility 1Y:   -
Volatility 3Y:   -