BNP Paribas Put 38000 DJI2MN 16.0.../  DE000PC2H3X5  /

EUWAX
2024-05-08  8:23:58 AM Chg.0.000 Bid10:11:56 AM Ask10:11:56 AM Underlying Strike price Expiration date Option type
0.520EUR 0.00% 0.510
Bid Size: 52,000
0.530
Ask Size: 52,000
Dow Jones Industrial... 38,000.00 USD 2024-08-16 Put
 

Master data

WKN: PC2H3X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 38,000.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-19
Last trading day: 2024-08-15
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -66.98
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.09
Parity: -0.82
Time value: 0.54
Break-even: 34,809.17
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.85%
Delta: -0.31
Theta: -3.38
Omega: -20.68
Rho: -32.09
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.80%
1 Month
  -23.53%
3 Months
  -38.10%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.520
1M High / 1M Low: 1.100 0.520
6M High / 6M Low: - -
High (YTD): 2024-01-17 1.400
Low (YTD): 2024-03-28 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.637
Avg. volume 1W:   0.000
Avg. price 1M:   0.843
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -