BNP Paribas Call 38 DHL 17.12.202.../  DE000PC3ZQT5  /

EUWAX
2024-05-20  9:55:22 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.810EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 38.00 EUR 2027-12-17 Call
 

Master data

WKN: PC3ZQT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.76
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.20
Implied volatility: 0.15
Historic volatility: 0.20
Parity: 0.20
Time value: 0.64
Break-even: 46.40
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 5.00%
Delta: 0.79
Theta: 0.00
Omega: 3.75
Rho: 0.83
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.53%
1 Month  
+37.29%
3 Months
  -14.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.770
1M High / 1M Low: 0.810 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -