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BNP Paribas Put 38500 DJI2MN 21.0.../  DE000PC2H3L0  /

Frankfurt Zert./BNP
2024-05-03  9:20:17 PM Chg.-0.210 Bid9:55:06 PM Ask9:55:06 PM Underlying Strike price Expiration date Option type
0.510EUR -29.17% 0.510
Bid Size: 29,000		 0.530
Ask Size: 29,000		 Dow Jones Industrial... 38,500.00 USD 2024-06-21 Put
 

Master data

WKN: PC2H3L
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: 2024-06-21
Issue date: 2023-12-19
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -48.14
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.26
Implied volatility: 0.14
Historic volatility: 0.09
Parity: 0.26
Time value: 0.48
Break-even: 35,141.54
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.78%
Delta: -0.51
Theta: -5.19
Omega: -24.36
Rho: -25.19
 

Quote data

Open: 0.600
High: 0.610
Low: 0.500
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -25.00%
3 Months
  -40.00%
YTD
  -61.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.510
1M High / 1M Low: 1.170 0.510
6M High / 6M Low: - -
High (YTD): 2024-01-17 1.480
Low (YTD): 2024-03-27 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.806
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -