BNP Paribas Put 60 DHL 17.12.2027
/ DE000PC3ZRU1
BNP Paribas Put 60 DHL 17.12.2027/ DE000PC3ZRU1 /
| 2024-05-16 10:43:26 AM |
Chg.-0.04 |
Bid1:51:20 PM |
Ask1:51:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
-1.92% |
2.02
Bid Size: 100,000 |
2.10
Ask Size: 100,000 |
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: |
-1.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
2.03 |
| Time value: |
0.13 |
| Break-even: |
38.50 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.08 |
| Spread %: |
3.86% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-0.88 |
| Rho: |
-1.45 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.04 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
+4.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
2.05 |
| 1M High / 1M Low: |
2.34 |
2.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
22.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
