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BNP Paribas Put 39000 DJI 20.09.2.../  DE000PN9Q889  /

Frankfurt Zert./BNP
25/06/2024  17:20:19 Chg.+0.330 Bid17:49:13 Ask17:49:13 Underlying Strike price Expiration date Option type
3.100EUR +11.91% 3.150
Bid Size: 16,000		 3.190
Ask Size: 16,000		 DOW JONES INDUSTRIAL... 39,000.00 - 20/09/2024 Put
 

Master data

WKN: PN9Q88
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 39,000.00 -
Maturity: 20/09/2024
Issue date: 13/10/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -139.76
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.10
Parity: -4.11
Time value: 2.82
Break-even: 38,718.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.44%
Delta: -0.30
Theta: -1.74
Omega: -41.59
Rho: -28.65
 

Quote data

Open: 2.680
High: 3.100
Low: 2.680
Previous Close: 2.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.76%
1 Month
  -6.34%
3 Months
  -7.46%
YTD
  -42.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.680 2.770
1M High / 1M Low: 4.720 2.770
6M High / 6M Low: 6.000 2.390
High (YTD): 17/01/2024 6.000
Low (YTD): 17/05/2024 2.390
52W High: - -
52W Low: - -
Avg. price 1W:   3.280
Avg. volume 1W:   0.000
Avg. price 1M:   3.706
Avg. volume 1M:   0.000
Avg. price 6M:   4.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.68%
Volatility 6M:   118.71%
Volatility 1Y:   -
Volatility 3Y:   -