BNP Paribas Put 45 DHL 20.06.2025/  DE000PC1FN71  /

Frankfurt Zert./BNP
7/8/2024  12:50:18 PM Chg.+0.010 Bid1:09:12 PM Ask1:09:12 PM Underlying Strike price Expiration date Option type
0.630EUR +1.61% 0.620
Bid Size: 100,000
0.630
Ask Size: 100,000
DEUTSCHE POST AG NA ... 45.00 EUR 6/20/2025 Put
 

Master data

WKN: PC1FN7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 6/20/2025
Issue date: 12/8/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.37
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.49
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.49
Time value: 0.14
Break-even: 38.70
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.61%
Delta: -0.57
Theta: 0.00
Omega: -3.61
Rho: -0.28
 

Quote data

Open: 0.650
High: 0.650
Low: 0.620
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -5.97%
3 Months
  -21.25%
YTD  
+18.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.620
1M High / 1M Low: 0.820 0.620
6M High / 6M Low: 0.900 0.490
High (YTD): 4/25/2024 0.900
Low (YTD): 1/26/2024 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.751
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.21%
Volatility 6M:   71.96%
Volatility 1Y:   -
Volatility 3Y:   -