BNP Paribas Put 37000 DJI2MN 19.03.2027
/ DE000PC4XXT4
BNP Paribas Put 37000 DJI2MN 19.0.../ DE000PC4XXT4 /
2024-05-15 9:21:40 AM |
Chg.-0.03 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
-1.25% |
2.37 Bid Size: 26,000 |
2.39 Ask Size: 26,000 |
Dow Jones Industrial... |
37,000.00 USD |
2027-03-19 |
Put |
Master data
WKN: |
PC4XXT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
37,000.00 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: |
-15.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.09 |
Parity: |
-2.25 |
Time value: |
2.41 |
Break-even: |
31,874.50 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.84% |
Delta: |
-0.25 |
Theta: |
-0.78 |
Omega: |
-3.84 |
Rho: |
-332.26 |
Quote data
Open: |
2.37 |
High: |
2.37 |
Low: |
2.37 |
Previous Close: |
2.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.69% |
1 Month |
|
|
-17.71% |
3 Months |
|
|
-18.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.54 |
2.36 |
1M High / 1M Low: |
2.96 |
2.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |