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BNP Paribas Put 48 DHL 20.06.2025/  DE000PC1FN89  /

Frankfurt Zert./BNP
2024-07-08  8:50:14 PM Chg.+0.010 Bid2024-07-08 Ask2024-07-08 Underlying Strike price Expiration date Option type
0.860EUR +1.18% 0.860
Bid Size: 20,000		 0.880
Ask Size: 20,000		 DEUTSCHE POST AG NA ... 48.00 EUR 2025-06-20 Put
 

Master data

WKN: PC1FN8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 48.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-08
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.61
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.79
Time value: 0.08
Break-even: 39.30
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 2.35%
Delta: -0.64
Theta: 0.00
Omega: -2.95
Rho: -0.33
 

Quote data

Open: 0.880
High: 0.880
Low: 0.840
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month
  -4.44%
3 Months
  -16.50%
YTD  
+21.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.850
1M High / 1M Low: 1.070 0.850
6M High / 6M Low: 1.150 0.660
High (YTD): 2024-04-25 1.150
Low (YTD): 2024-01-26 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.998
Avg. volume 1M:   0.000
Avg. price 6M:   0.926
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.18%
Volatility 6M:   64.08%
Volatility 1Y:   -
Volatility 3Y:   -