BNP Paribas Put 60 DHL 17.12.2027
/ DE000PC3ZRU1
BNP Paribas Put 60 DHL 17.12.2027/ DE000PC3ZRU1 /
09/10/2024 09:32:20 |
Chg.- |
Bid14:11:02 |
Ask14:11:02 |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
- |
2.29 Bid Size: 100,000 |
2.37 Ask Size: 100,000 |
DEUTSCHE POST AG NA ... |
60.00 EUR |
17/12/2027 |
Put |
Master data
WKN: |
PC3ZRU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
17/12/2027 |
Issue date: |
26/01/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.15 |
Intrinsic value: |
2.15 |
Implied volatility: |
0.44 |
Historic volatility: |
0.20 |
Parity: |
2.15 |
Time value: |
0.16 |
Break-even: |
36.90 |
Moneyness: |
1.56 |
Premium: |
0.04 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.08 |
Spread %: |
3.59% |
Delta: |
-0.52 |
Theta: |
0.00 |
Omega: |
-0.86 |
Rho: |
-1.37 |
Quote data
Open: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.44% |
1 Month |
|
|
+5.12% |
3 Months |
|
|
+10.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
2.26 |
1M High / 1M Low: |
2.32 |
2.06 |
6M High / 6M Low: |
2.45 |
1.98 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.18 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.01% |
Volatility 6M: |
|
35.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |