BNP Paribas Put 48 DHL 17.12.2027
/ DE000PC3ZRQ9
BNP Paribas Put 48 DHL 17.12.2027/ DE000PC3ZRQ9 /
| 5/31/2024 9:50:16 PM |
Chg.-0.030 |
Bid5/31/2024 |
Ask5/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-2.46% |
1.190
Bid Size: 20,000 |
1.230
Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
48.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3ZRQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.96 |
| Time value: |
0.30 |
| Break-even: |
35.40 |
| Moneyness: |
1.25 |
| Premium: |
0.08 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-1.27 |
| Rho: |
-1.02 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.190 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.85% |
| 1 Month |
|
|
-6.30% |
| 3 Months |
|
|
+11.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.170 |
| 1M High / 1M Low: |
1.250 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
