BNP Paribas Put 38200 DJI2MN 21.0.../  DE000PC2H3J4  /

Frankfurt Zert./BNP
2024-06-14  9:20:19 PM Chg.+0.022 Bid9:54:13 PM Ask9:54:13 PM Underlying Strike price Expiration date Option type
0.100EUR +28.21% 0.100
Bid Size: 12,000
0.120
Ask Size: 12,000
Dow Jones Industrial... 38,200.00 USD 2024-06-21 Put
 

Master data

WKN: PC2H3J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 38,200.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-19
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -300.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -0.36
Time value: 0.12
Break-even: 35,564.93
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 1.25
Spread abs.: 0.02
Spread %: 20.00%
Delta: -0.28
Theta: -18.12
Omega: -84.58
Rho: -1.69
 

Quote data

Open: 0.064
High: 0.160
Low: 0.064
Previous Close: 0.078
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+11.11%
3 Months
  -81.82%
YTD
  -91.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.062
1M High / 1M Low: 0.420 0.062
6M High / 6M Low: - -
High (YTD): 2024-01-17 1.350
Low (YTD): 2024-06-12 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   530.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -