BNP Paribas Put 36000 DJI2MN 19.03.2027
/ DE000PC4XXR8
BNP Paribas Put 36000 DJI2MN 19.0.../ DE000PC4XXR8 /
| 5/15/2024 9:20:19 PM |
Chg.-0.050 |
Bid9:53:51 PM |
Ask9:53:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
-2.33% |
2.090
Bid Size: 27,000 |
2.110
Ask Size: 27,000 |
Dow Jones Industrial... |
36,000.00 USD |
3/19/2027 |
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: |
3/19/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
3/18/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.09 |
| Parity: |
-3.29 |
| Time value: |
2.18 |
| Break-even: |
31,110.49 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
-0.23 |
| Theta: |
-0.85 |
| Omega: |
-3.87 |
| Rho: |
-301.68 |
Quote data
| Open: |
2.150 |
| High: |
2.160 |
| Low: |
2.100 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.30% |
| 1 Month |
|
|
-23.36% |
| 3 Months |
|
|
-19.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.150 |
| 1M High / 1M Low: |
2.740 |
2.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
