BNP Paribas Put 60 DHL 17.12.2027
/ DE000PC3ZRU1
BNP Paribas Put 60 DHL 17.12.2027/ DE000PC3ZRU1 /
2024-05-10 9:50:14 PM |
Chg.-0.050 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.080EUR |
-2.35% |
2.070 Bid Size: 20,000 |
2.150 Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
60.00 EUR |
2027-12-17 |
Put |
Master data
WKN: |
PC3ZRU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
2027-12-17 |
Issue date: |
2024-01-26 |
Last trading day: |
2027-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.43 |
Historic volatility: |
0.20 |
Parity: |
2.04 |
Time value: |
0.11 |
Break-even: |
38.50 |
Moneyness: |
1.52 |
Premium: |
0.03 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.08 |
Spread %: |
3.86% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-0.88 |
Rho: |
-1.45 |
Quote data
Open: |
2.120 |
High: |
2.120 |
Low: |
2.050 |
Previous Close: |
2.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.15% |
1 Month |
|
|
-8.37% |
3 Months |
|
|
+3.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.220 |
2.080 |
1M High / 1M Low: |
2.330 |
2.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
29.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |