BNP Paribas Put 45 DHL 20.06.2025/  DE000PC1FN71  /

EUWAX
8/1/2024  10:13:32 AM Chg.+0.080 Bid1:16:37 PM Ask1:16:37 PM Underlying Strike price Expiration date Option type
0.650EUR +14.04% 0.660
Bid Size: 100,000
0.670
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: -6.88
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.38
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.38
Time value: 0.23
Break-even: 39.00
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.69%
Delta: -0.52
Theta: 0.00
Omega: -3.59
Rho: -0.24
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month
  -14.47%
3 Months
  -18.75%
YTD  
+20.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.570
1M High / 1M Low: 0.760 0.570
6M High / 6M Low: 0.920 0.520
High (YTD): 4/19/2024 0.920
Low (YTD): 1/26/2024 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.78%
Volatility 6M:   71.98%
Volatility 1Y:   -
Volatility 3Y:   -