BNP Paribas Call 45 DHL 17.12.2027
/ DE000PC3ZQW9
BNP Paribas Call 45 DHL 17.12.202.../ DE000PC3ZQW9 /
2024-05-16 3:50:19 PM |
Chg.+0.020 |
Bid3:55:17 PM |
Ask3:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
0.520 Bid Size: 100,000 |
0.560 Ask Size: 102,500 |
DEUTSCHE POST AG NA ... |
45.00 EUR |
2027-12-17 |
Call |
Master data
WKN: |
PC3ZQW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2027-12-17 |
Issue date: |
2024-01-26 |
Last trading day: |
2027-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.20 |
Parity: |
-0.53 |
Time value: |
0.53 |
Break-even: |
50.30 |
Moneyness: |
0.88 |
Premium: |
0.27 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
8.16% |
Delta: |
0.58 |
Theta: |
0.00 |
Omega: |
4.35 |
Rho: |
0.64 |
Quote data
Open: |
0.490 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
+37.84% |
3 Months |
|
|
-13.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.460 |
1M High / 1M Low: |
0.490 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.422 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |