BNP Paribas Put 50 DHL 20.06.2025
/ DE000PC1FN97
BNP Paribas Put 50 DHL 20.06.2025/ DE000PC1FN97 /
9/6/2024 9:50:20 PM |
Chg.+0.060 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+5.17% |
1.220 Bid Size: 20,000 |
1.240 Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
50.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
PC1FN9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
12/8/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
1.15 |
Time value: |
0.09 |
Break-even: |
37.60 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
-0.69 |
Theta: |
0.00 |
Omega: |
-2.14 |
Rho: |
-0.31 |
Quote data
Open: |
1.160 |
High: |
1.220 |
Low: |
1.160 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.02% |
1 Month |
|
|
-8.96% |
3 Months |
|
|
+14.02% |
YTD |
|
|
+45.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
1.090 |
1M High / 1M Low: |
1.430 |
1.090 |
6M High / 6M Low: |
1.430 |
0.970 |
High (YTD): |
8/13/2024 |
1.430 |
Low (YTD): |
1/26/2024 |
0.790 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.179 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.91% |
Volatility 6M: |
|
59.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |