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BNP Paribas Put 38400 DJI2MN 21.0.../  DE000PC2H3K2  /

Frankfurt Zert./BNP
2024-05-03  9:20:17 PM Chg.-0.210 Bid9:55:25 PM Ask9:55:25 PM Underlying Strike price Expiration date Option type
0.470EUR -30.88% 0.480
Bid Size: 30,000		 0.500
Ask Size: 30,000		 Dow Jones Industrial... 38,400.00 USD 2024-06-21 Put
 

Master data

WKN: PC2H3K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 38,400.00 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: -51.63
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.16
Implied volatility: 0.13
Historic volatility: 0.09
Parity: 0.16
Time value: 0.53
Break-even: 35,098.35
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.99%
Delta: -0.48
Theta: -5.25
Omega: -25.03
Rho: -24.12
 

Quote data

Open: 0.560
High: 0.570
Low: 0.460
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.88%
1 Month
  -6.00%
3 Months
  -42.68%
YTD
  -62.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.650
1M High / 1M Low: 1.120 0.500
6M High / 6M Low: - -
High (YTD): 2024-01-17 1.440
Low (YTD): 2024-03-27 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -