BNP Paribas Put 37000 DJI 20.09.2024
/ DE000PN9Q871
BNP Paribas Put 37000 DJI 20.09.2.../ DE000PN9Q871 /
2024-05-10 12:23:05 PM |
Chg.-0.20 |
Bid12:42:56 PM |
Ask12:42:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.40EUR |
-12.50% |
1.40 Bid Size: 27,000 |
1.44 Ask Size: 27,000 |
DOW JONES INDUSTRIAL... |
37,000.00 - |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-259.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.10 |
Parity: |
-23.88 |
Time value: |
1.52 |
Break-even: |
36,848.00 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.04 |
Spread %: |
2.70% |
Delta: |
-0.12 |
Theta: |
-1.41 |
Omega: |
-30.13 |
Rho: |
-17.24 |
Quote data
Open: |
1.41 |
High: |
1.41 |
Low: |
1.40 |
Previous Close: |
1.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.27% |
1 Month |
|
|
-44.00% |
3 Months |
|
|
-45.10% |
YTD |
|
|
-62.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.60 |
1M High / 1M Low: |
3.14 |
1.60 |
6M High / 6M Low: |
6.74 |
1.58 |
High (YTD): |
2024-01-17 |
4.12 |
Low (YTD): |
2024-03-21 |
1.58 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.28 |
Avg. volume 6M: |
|
8.06 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.97% |
Volatility 6M: |
|
101.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |