BNP Paribas Call 45 DHL 17.12.202.../  DE000PC3ZQW9  /

EUWAX
2024-05-15  9:55:19 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.490EUR +2.08% -
Bid Size: -
-
Ask Size: -
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: 7.43
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.56
Time value: 0.53
Break-even: 50.30
Moneyness: 0.88
Premium: 0.28
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 8.16%
Delta: 0.57
Theta: 0.00
Omega: 4.25
Rho: 0.62
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month  
+28.95%
3 Months
  -20.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.460
1M High / 1M Low: 0.500 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -