BNP Paribas Put 11 DBK 17.12.2027
/ DE000PC3ZPW1
BNP Paribas Put 11 DBK 17.12.2027/ DE000PC3ZPW1 /
| 2024-04-30 9:50:11 PM |
Chg.+0.030 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+1.55% |
1.960
Bid Size: 3,800 |
2.020
Ask Size: 3,800 |
DEUTSCHE BANK AG NA ... |
11.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC3ZPW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
-4.01 |
| Time value: |
2.02 |
| Break-even: |
8.98 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
3.06% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-1.27 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.960 |
| High: |
1.990 |
| Low: |
1.950 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.95% |
| 1 Month |
|
|
-1.01% |
| 3 Months |
|
|
-20.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.590 |
| 1M High / 1M Low: |
2.070 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
