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BNP Paribas Put 38500 DJI2MN 19.0.../  DE000PC2H3T3  /

Frankfurt Zert./BNP
2024-05-08  9:20:16 PM Chg.-0.070 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.470EUR -12.96% 0.480
Bid Size: 35,000		 0.500
Ask Size: 35,000		 Dow Jones Industrial... 38,500.00 USD 2024-07-19 Put
 

Master data

WKN: PC2H3T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 38,500.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-19
Last trading day: 2024-07-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -65.77
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -0.36
Time value: 0.55
Break-even: 35,264.29
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.77%
Delta: -0.37
Theta: -4.01
Omega: -24.33
Rho: -27.47
 

Quote data

Open: 0.520
High: 0.540
Low: 0.470
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -51.55%
1 Month
  -31.88%
3 Months
  -47.78%
YTD
  -65.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.540
1M High / 1M Low: 1.280 0.540
6M High / 6M Low: - -
High (YTD): 2024-01-17 1.540
Low (YTD): 2024-03-27 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.647
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -