BNP Paribas Call 48 DHL 17.12.202.../  DE000PC3ZQX7  /

EUWAX
2024-05-16  10:43:27 AM Chg.+0.020 Bid5:37:05 PM Ask5:37:05 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.420
Bid Size: 20,000
0.460
Ask Size: 20,000
DEUTSCHE POST AG NA ... 48.00 EUR 2027-12-17 Call
 

Master data

WKN: PC3ZQX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.83
Time value: 0.44
Break-even: 52.40
Moneyness: 0.83
Premium: 0.32
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.51
Theta: 0.00
Omega: 4.56
Rho: 0.56
 

Quote data

Open: 0.410
High: 0.420
Low: 0.410
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month  
+35.48%
3 Months
  -17.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.370
1M High / 1M Low: 0.410 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -