BNP Paribas Put 38 DHL 18.12.2026
/ DE000PC3ZRC9
BNP Paribas Put 38 DHL 18.12.2026/ DE000PC3ZRC9 /
13/11/2024 21:50:16 |
Chg.+0.020 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+2.74% |
0.750 Bid Size: 20,000 |
0.780 Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
38.00 EUR |
18/12/2026 |
Put |
Master data
WKN: |
PC3ZRC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 EUR |
Maturity: |
18/12/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
0.32 |
Time value: |
0.44 |
Break-even: |
30.40 |
Moneyness: |
1.09 |
Premium: |
0.13 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
4.11% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-1.90 |
Rho: |
-0.46 |
Quote data
Open: |
0.750 |
High: |
0.760 |
Low: |
0.720 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
+33.93% |
3 Months |
|
|
+17.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.680 |
1M High / 1M Low: |
0.730 |
0.540 |
6M High / 6M Low: |
0.730 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.527 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.03% |
Volatility 6M: |
|
70.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |