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BNP Paribas Put 37000 DJI 20.09.2.../  DE000PN9Q871  /

Frankfurt Zert./BNP
22/05/2024  21:20:18 Chg.+0.160 Bid21:59:30 Ask21:59:30 Underlying Strike price Expiration date Option type
1.210EUR +15.24% 1.160
Bid Size: 25,000		 1.200
Ask Size: 25,000		 DOW JONES INDUSTRIAL... 37,000.00 - 20/09/2024 Put
 

Master data

WKN: PN9Q87
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,000.00 -
Maturity: 20/09/2024
Issue date: 13/10/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -369.19
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.10
Parity: -28.73
Time value: 1.08
Break-even: 36,892.00
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 3.85%
Delta: -0.09
Theta: -1.34
Omega: -32.10
Rho: -11.84
 

Quote data

Open: 1.040
High: 1.210
Low: 1.030
Previous Close: 1.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.14%
1 Month
  -51.79%
3 Months
  -44.75%
YTD
  -67.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.050
1M High / 1M Low: 2.720 1.050
6M High / 6M Low: 5.640 1.050
High (YTD): 17/01/2024 4.100
Low (YTD): 21/05/2024 1.050
52W High: - -
52W Low: - -
Avg. price 1W:   1.086
Avg. volume 1W:   0.000
Avg. price 1M:   1.824
Avg. volume 1M:   0.000
Avg. price 6M:   2.952
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.99%
Volatility 6M:   116.44%
Volatility 1Y:   -
Volatility 3Y:   -