BNP Paribas Put 45 DHL 17.12.2027
/ DE000PC3ZRP1
BNP Paribas Put 45 DHL 17.12.2027/ DE000PC3ZRP1 /
| 2024-06-05 6:50:11 PM |
Chg.-0.030 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-2.97% |
0.980
Bid Size: 20,000 |
1.020
Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
45.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC3ZRP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.64 |
| Time value: |
0.41 |
| Break-even: |
34.50 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
3.96% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-1.42 |
| Rho: |
-0.90 |
Quote data
| Open: |
1.000 |
| High: |
1.010 |
| Low: |
0.970 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-4.85% |
| 3 Months |
|
|
+3.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.990 |
| 1M High / 1M Low: |
1.030 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
