BNP Paribas Put 36000 DJI2MN 19.03.2027
/ DE000PC4XXR8
BNP Paribas Put 36000 DJI2MN 19.0.../ DE000PC4XXR8 /
2024-04-26 9:20:26 PM |
Chg.-0.030 |
Bid9:58:19 PM |
Ask9:58:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
-1.20% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
36,000.00 USD |
2027-03-19 |
Put |
Master data
WKN: |
PC4XXR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36,000.00 USD |
Maturity: |
2027-03-19 |
Issue date: |
2024-02-09 |
Last trading day: |
2027-03-18 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-14.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.09 |
Parity: |
-1.95 |
Time value: |
2.49 |
Break-even: |
31,176.57 |
Moneyness: |
0.95 |
Premium: |
0.12 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.81% |
Delta: |
-0.26 |
Theta: |
-0.75 |
Omega: |
-3.72 |
Rho: |
-340.02 |
Quote data
Open: |
2.490 |
High: |
2.510 |
Low: |
2.460 |
Previous Close: |
2.500 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-2.76% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.540 |
2.470 |
1M High / 1M Low: |
2.740 |
2.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.540 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |