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

EUWAX
03/06/2024  17:19:52 Chg.-0.09 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
2.49EUR -3.49% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 37,000.00 USD 19/03/2027 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: 19/03/2027
Issue date: 09/02/2024
Last trading day: 18/03/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -14.43
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.09
Parity: -1.55
Time value: 2.47
Break-even: 31,623.21
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.82%
Delta: -0.27
Theta: -0.74
Omega: -3.93
Rho: -339.82
 

Quote data

Open: 2.42
High: 2.49
Low: 2.42
Previous Close: 2.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.18%
1 Month
  -5.68%
3 Months
  -9.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.39
1M High / 1M Low: 2.61 2.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.52
Avg. volume 1W:   0.00
Avg. price 1M:   2.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -