BNP Paribas Put 52 DHL 17.12.2027/  DE000PC3ZRS5  /

EUWAX
2024-05-15  9:55:19 AM Chg.- Bid8:50:15 AM Ask8:50:15 AM Underlying Strike price Expiration date Option type
1.45EUR - -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 52.00 EUR 2027-12-17 Put
 

Master data

WKN: PC3ZRS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 52.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.67
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 1.23
Time value: 0.27
Break-even: 37.10
Moneyness: 1.31
Premium: 0.07
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 2.76%
Delta: -0.43
Theta: 0.00
Omega: -1.15
Rho: -1.15
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.03%
1 Month
  -12.12%
3 Months  
+7.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.42
1M High / 1M Low: 1.68 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   27.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -