BNP Paribas Put 38 DHL 17.12.2027/  DE000PC3ZRL0  /

EUWAX
2024-06-05  10:42:40 AM Chg.+0.010 Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
0.610EUR +1.67% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 38.00 EUR 2027-12-17 Put
 

Master data

WKN: PC3ZRL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
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: -5.93
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.06
Time value: 0.65
Break-even: 31.50
Moneyness: 0.99
Premium: 0.18
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 6.56%
Delta: -0.29
Theta: 0.00
Omega: -1.74
Rho: -0.63
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.39%
1 Month
  -3.17%
3 Months  
+8.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.590
1M High / 1M Low: 0.630 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -