BNP Paribas Put 60 DHL 17.12.2027/  DE000PC3ZRU1  /

EUWAX
24/05/2024  09:50:47 Chg.-0.01 Bid22:00:03 Ask22:00:03 Underlying Strike price Expiration date Option type
2.13EUR -0.47% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 60.00 EUR 17/12/2027 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: 17/12/2027
Issue date: 26/01/2024
Last trading day: 16/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.77
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 2.11
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 2.11
Time value: 0.09
Break-even: 38.00
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.08
Spread %: 3.77%
Delta: -0.48
Theta: 0.00
Omega: -0.86
Rho: -1.46
 

Quote data

Open: 2.13
High: 2.13
Low: 2.13
Previous Close: 2.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.93%
1 Month
  -7.39%
3 Months  
+10.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.14 2.03
1M High / 1M Low: 2.30 2.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   24.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -