BNP Paribas Put 38 DHER 19.12.202.../  DE000PC7ZAC6  /

EUWAX
10/09/2024  08:42:37 Chg.+0.02 Bid22:00:07 Ask22:00:07 Underlying Strike price Expiration date Option type
1.52EUR +1.33% -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 38.00 EUR 19/12/2025 Put
 

Master data

WKN: PC7ZAC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 38.00 EUR
Maturity: 19/12/2025
Issue date: 09/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.83
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.00
Implied volatility: 0.76
Historic volatility: 0.70
Parity: 1.00
Time value: 0.53
Break-even: 22.70
Moneyness: 1.36
Premium: 0.19
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.32%
Delta: -0.45
Theta: -0.01
Omega: -0.82
Rho: -0.36
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.01%
1 Month
  -23.23%
3 Months  
+1.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.48
1M High / 1M Low: 1.98 1.48
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -