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

Frankfurt Zert./BNP
2024-05-31  9:50:19 PM Chg.+0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.710EUR +4.41% 0.720
Bid Size: 20,000
0.760
Ask Size: 20,000
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: 5.33
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.04
Implied volatility: 0.15
Historic volatility: 0.20
Parity: 0.04
Time value: 0.68
Break-even: 45.20
Moneyness: 1.01
Premium: 0.18
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 5.88%
Delta: 0.74
Theta: 0.00
Omega: 3.94
Rho: 0.75
 

Quote data

Open: 0.690
High: 0.710
Low: 0.690
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month  
+4.41%
3 Months
  -20.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.680
1M High / 1M Low: 0.810 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -