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

EUWAX
5/20/2024  8:25:57 AM Chg.-0.040 Bid5/20/2024 Ask5/20/2024 Underlying Strike price Expiration date Option type
0.240EUR -14.29% 0.240
Bid Size: 44,000		 0.260
Ask Size: 44,000		 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: -136.32
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -1.11
Time value: 0.27
Break-even: 35,428.68
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 8.00%
Delta: -0.23
Theta: -3.85
Omega: -31.72
Rho: -15.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.46%
1 Month
  -80.80%
3 Months
  -77.36%
YTD
  -84.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.280
1M High / 1M Low: 1.240 0.280
6M High / 6M Low: - -
High (YTD): 1/17/2024 1.670
Low (YTD): 5/17/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -