BNP Paribas Put 37500 DJI2MN 21.0.../  DE000PC1FA43  /

Frankfurt Zert./BNP
2024-06-14  9:20:18 PM Chg.+0.005 Bid9:58:46 PM Ask9:58:46 PM Underlying Strike price Expiration date Option type
0.022EUR +29.41% 0.021
Bid Size: 30,000
0.041
Ask Size: 30,000
Dow Jones Industrial... 37,500.00 USD 2024-06-21 Put
 

Master data

WKN: PC1FA4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 37,500.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-08
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -879.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.09
Parity: -1.02
Time value: 0.04
Break-even: 34,990.01
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 4.82
Spread abs.: 0.02
Spread %: 95.24%
Delta: -0.10
Theta: -12.06
Omega: -89.72
Rho: -0.61
 

Quote data

Open: 0.009
High: 0.033
Low: 0.009
Previous Close: 0.017
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -54.17%
3 Months
  -94.50%
YTD
  -97.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.014
1M High / 1M Low: 0.210 0.014
6M High / 6M Low: 1.160 0.014
High (YTD): 2024-01-17 1.080
Low (YTD): 2024-06-12 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   548.33%
Volatility 6M:   301.53%
Volatility 1Y:   -
Volatility 3Y:   -