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BNP Paribas Put 39000 DJI 16.08.2.../  DE000PN9Q8Z8  /

Frankfurt Zert./BNP
2024-05-10  9:20:25 PM Chg.-0.180 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
2.740EUR -6.16% 2.770
Bid Size: 14,000		 2.810
Ask Size: 14,000		 DOW JONES INDUSTRIAL... 39,000.00 - 2024-08-16 Put
 

Master data

WKN: PN9Q8Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 39,000.00 -
Maturity: 2024-08-16
Issue date: 2023-10-13
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -142.13
Leverage: Yes

Calculated values

Fair value: 4.06
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.10
Parity: -5.13
Time value: 2.78
Break-even: 38,722.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.46%
Delta: -0.28
Theta: -1.58
Omega: -39.20
Rho: -29.69
 

Quote data

Open: 2.800
High: 2.820
Low: 2.700
Previous Close: 2.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.33%
1 Month
  -46.17%
3 Months
  -30.63%
YTD
  -48.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.830 2.740
1M High / 1M Low: 5.430 2.740
6M High / 6M Low: 8.360 2.570
High (YTD): 2024-01-17 6.030
Low (YTD): 2024-03-21 2.570
52W High: - -
52W Low: - -
Avg. price 1W:   3.312
Avg. volume 1W:   0.000
Avg. price 1M:   4.442
Avg. volume 1M:   0.000
Avg. price 6M:   4.951
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.08%
Volatility 6M:   114.28%
Volatility 1Y:   -
Volatility 3Y:   -