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

EUWAX
29/05/2024  17:24:23 Chg.+0.160 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.520EUR +44.44% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 38,000.00 USD 16/08/2024 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: 16/08/2024
Issue date: 19/12/2023
Last trading day: 15/08/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -83.27
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -0.79
Time value: 0.43
Break-even: 34,589.17
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.88%
Delta: -0.30
Theta: -3.67
Omega: -24.91
Rho: -24.12
 

Quote data

Open: 0.440
High: 0.520
Low: 0.440
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+108.00%
1 Month
  -28.77%
3 Months
  -17.46%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.250
1M High / 1M Low: 0.820 0.240
6M High / 6M Low: - -
High (YTD): 17/01/2024 1.400
Low (YTD): 20/05/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -