BNP Paribas Put 37000 DJI2MN 19.0.../  DE000PC4XXT4  /

EUWAX
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:   -