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

EUWAX
6/14/2024  5:23:11 PM Chg.+0.06 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
4.28EUR +1.42% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 39,000.00 - 9/20/2024 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: 9/20/2024
Issue date: 10/13/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -93.89
Leverage: Yes

Calculated values

Fair value: 7.75
Intrinsic value: 4.11
Implied volatility: 0.05
Historic volatility: 0.10
Parity: 4.11
Time value: 0.00
Break-even: 38,589.00
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.98%
Delta: -0.51
Theta: -0.03
Omega: -48.01
Rho: -53.50
 

Quote data

Open: 4.07
High: 4.52
Low: 4.07
Previous Close: 4.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.99%
1 Month  
+81.36%
3 Months  
+8.91%
YTD
  -20.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.28 3.52
1M High / 1M Low: 4.76 2.28
6M High / 6M Low: 6.02 2.28
High (YTD): 1/17/2024 6.02
Low (YTD): 5/20/2024 2.28
52W High: - -
52W Low: - -
Avg. price 1W:   3.95
Avg. volume 1W:   0.00
Avg. price 1M:   3.50
Avg. volume 1M:   0.00
Avg. price 6M:   4.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.77%
Volatility 6M:   115.77%
Volatility 1Y:   -
Volatility 3Y:   -