BNP Paribas Put 50 DHL 17.12.2027
/ DE000PC3ZRR7
BNP Paribas Put 50 DHL 17.12.2027/ DE000PC3ZRR7 /
| 06/06/2024 09:50:01 |
Chg.-0.07 |
Bid20:53:11 |
Ask20:53:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-5.15% |
1.30
Bid Size: 20,000 |
1.34
Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
50.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PC3ZRR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
1.08 |
| Time value: |
0.27 |
| Break-even: |
36.50 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
3.05% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-1.26 |
| Rho: |
-1.08 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.84% |
| 1 Month |
|
|
-6.52% |
| 3 Months |
|
|
-5.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.33 |
| 1M High / 1M Low: |
1.38 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
