BNP Paribas Put 55 DHL 17.12.2027
/ DE000PC3ZRT3
BNP Paribas Put 55 DHL 17.12.2027/ DE000PC3ZRT3 /
| 6/5/2024 9:20:27 AM |
Chg.0.000 |
Bid6/5/2024 |
Ask6/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
0.00% |
1.750
Bid Size: 100,000 |
1.790
Ask Size: 100,000 |
DEUTSCHE POST AG NA ... |
55.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3ZRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
1.64 |
| Time value: |
0.16 |
| Break-even: |
37.10 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
2.29% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-1.02 |
| Rho: |
-1.28 |
Quote data
| Open: |
1.740 |
| High: |
1.750 |
| Low: |
1.740 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.57% |
| 3 Months |
|
|
+6.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.730 |
| 1M High / 1M Low: |
1.770 |
1.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
