BNP Paribas Put 39000 DJI 16.08.2024
/ DE000PN9Q8Z8
BNP Paribas Put 39000 DJI 16.08.2.../ DE000PN9Q8Z8 /
| 5/29/2024 2:15:56 PM |
Chg.+0.82 |
Bid2:32:54 PM |
Ask2:32:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
+28.08% |
3.79
Bid Size: 16,000 |
3.83
Ask Size: 16,000 |
DOW JONES INDUSTRIAL... |
39,000.00 - |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-114.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.14 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.10 |
| Parity: |
1.47 |
| Time value: |
1.93 |
| Break-even: |
38,660.00 |
| Moneyness: |
1.00 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
1.19% |
| Delta: |
-0.43 |
| Theta: |
-0.85 |
| Omega: |
-49.12 |
| Rho: |
-36.89 |
Quote data
| Open: |
3.66 |
| High: |
3.75 |
| Low: |
3.66 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.24% |
| 1 Month |
|
|
-17.26% |
| 3 Months |
|
|
+2.47% |
| YTD |
|
|
-29.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.03 |
| 1M High / 1M Low: |
4.92 |
1.85 |
| 6M High / 6M Low: |
7.44 |
1.85 |
| High (YTD): |
1/17/2024 |
6.05 |
| Low (YTD): |
5/20/2024 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.15% |
| Volatility 6M: |
|
116.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
