BNP Paribas Put 45 DHER 19.12.2025
/ DE000PC7ZAD4
BNP Paribas Put 45 DHER 19.12.202.../ DE000PC7ZAD4 /
| 2024-05-27 8:38:26 AM |
Chg.-0.03 |
Bid10:29:39 AM |
Ask10:29:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-1.54% |
1.94
Bid Size: 75,000 |
1.96
Ask Size: 75,000 |
DELIVERY HERO SE NA ... |
45.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
PC7ZAD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.69 |
| Parity: |
1.51 |
| Time value: |
0.45 |
| Break-even: |
25.40 |
| Moneyness: |
1.51 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.55% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-0.73 |
| Rho: |
-0.53 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.78% |
| 1 Month |
|
|
+0.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.85 |
| 1M High / 1M Low: |
2.26 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
