BNP Paribas Put 42 DHL 17.12.2027
/ DE000PC3ZRN6
BNP Paribas Put 42 DHL 17.12.2027/ DE000PC3ZRN6 /
| 2024-05-31 9:50:16 PM |
Chg.-0.030 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
0.800
Bid Size: 20,000 |
0.840
Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
42.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC3ZRN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.36 |
| Time value: |
0.51 |
| Break-even: |
33.30 |
| Moneyness: |
1.09 |
| Premium: |
0.13 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-1.54 |
| Rho: |
-0.78 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.800 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.05% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.790 |
| 1M High / 1M Low: |
0.850 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
