BNP Paribas Put 48 DHL 17.12.2027/  DE000PC3ZRQ9  /

EUWAX
2024-06-04  4:04:28 PM Chg.+0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.20EUR +0.84% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 48.00 EUR 2027-12-17 Put
 

Master data

WKN: PC3ZRQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 48.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.09
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 0.94
Time value: 0.32
Break-even: 35.50
Moneyness: 1.24
Premium: 0.08
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 3.31%
Delta: -0.42
Theta: 0.00
Omega: -1.29
Rho: -1.01
 

Quote data

Open: 1.18
High: 1.20
Low: 1.18
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month
  -3.23%
3 Months  
+8.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.18
1M High / 1M Low: 1.24 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -