BNP Paribas Put 38800 DJI2MN 19.0.../  DE000PC2H3V9  /

EUWAX
6/11/2024  5:14:05 PM Chg.+0.050 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.540EUR +10.20% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 38,800.00 USD 7/19/2024 Put
 

Master data

WKN: PC2H3V
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: 7/19/2024
Issue date: 12/19/2023
Last trading day: 7/18/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -78.50
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.09
Parity: -0.06
Time value: 0.46
Break-even: 35,588.09
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 4.55%
Delta: -0.43
Theta: -5.59
Omega: -34.15
Rho: -16.83
 

Quote data

Open: 0.430
High: 0.570
Low: 0.430
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+22.73%
3 Months
  -30.77%
YTD
  -64.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.410
1M High / 1M Low: 0.850 0.250
6M High / 6M Low: - -
High (YTD): 1/17/2024 1.670
Low (YTD): 5/20/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -