BNP Paribas Put 42 DHL 20.06.2025/  DE000PC1FN63  /

EUWAX
7/31/2024  10:09:26 AM Chg.- Bid8:23:43 AM Ask8:23:43 AM Underlying Strike price Expiration date Option type
0.390EUR - 0.380
Bid Size: 20,000
0.390
Ask Size: 20,000
DEUTSCHE POST AG NA ... 42.00 EUR 6/20/2025 Put
 

Master data

WKN: PC1FN6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 42.00 EUR
Maturity: 6/20/2025
Issue date: 12/8/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.01
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.10
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.10
Time value: 0.31
Break-even: 37.90
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.50%
Delta: -0.43
Theta: 0.00
Omega: -4.35
Rho: -0.19
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.02%
1 Month
  -29.09%
3 Months
  -33.90%
YTD
  -2.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.390
1M High / 1M Low: 0.550 0.390
6M High / 6M Low: 0.690 0.380
High (YTD): 4/19/2024 0.690
Low (YTD): 1/26/2024 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.04%
Volatility 6M:   81.07%
Volatility 1Y:   -
Volatility 3Y:   -