BNP Paribas Put 38800 DJI2MN 17.05.2024
/ DE000PC2H3F2
BNP Paribas Put 38800 DJI2MN 17.0.../ DE000PC2H3F2 /
| 2024-05-03 5:15:53 PM |
Chg.-0.320 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-41.56% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
38,800.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
PC2H3F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38,800.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-50.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.09 |
| Parity: |
0.54 |
| Time value: |
0.17 |
| Break-even: |
35,451.14 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
-0.67 |
| Theta: |
-11.16 |
| Omega: |
-33.54 |
| Rho: |
-9.41 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.410 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
+18.42% |
| 3 Months |
|
|
-50.55% |
| YTD |
|
|
-65.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.450 |
| 1M High / 1M Low: |
1.110 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
1.550 |
| Low (YTD): |
2024-03-28 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
