BNP Paribas Put 60 DHL 17.12.2027
/ DE000PC3ZRU1
BNP Paribas Put 60 DHL 17.12.2027/ DE000PC3ZRU1 /
6/5/2024 10:42:49 AM |
Chg.+0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.15EUR |
+0.47% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE POST AG NA ... |
60.00 EUR |
12/17/2027 |
Put |
Master data
WKN: |
PC3ZRU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
1/26/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.14 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.43 |
Historic volatility: |
0.20 |
Parity: |
2.14 |
Time value: |
0.10 |
Break-even: |
37.60 |
Moneyness: |
1.56 |
Premium: |
0.03 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.08 |
Spread %: |
3.70% |
Delta: |
-0.49 |
Theta: |
0.00 |
Omega: |
-0.85 |
Rho: |
-1.46 |
Quote data
Open: |
2.16 |
High: |
2.16 |
Low: |
2.15 |
Previous Close: |
2.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.42% |
1 Month |
|
|
-1.38% |
3 Months |
|
|
+6.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.18 |
2.12 |
1M High / 1M Low: |
2.18 |
2.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
25.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |