BNP Paribas Put 39000 DJI 16.08.2024
/ DE000PN9Q8Z8
BNP Paribas Put 39000 DJI 16.08.2.../ DE000PN9Q8Z8 /
24/05/2024 17:27:37 |
Chg.+0.26 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
2.83EUR |
+10.12% |
- Bid Size: - |
- Ask Size: - |
DOW JONES INDUSTRIAL... |
39,000.00 - |
16/08/2024 |
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: |
16/08/2024 |
Issue date: |
13/10/2023 |
Last trading day: |
15/08/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-127.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.10 |
Parity: |
-0.70 |
Time value: |
3.06 |
Break-even: |
38,694.00 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
1.32% |
Delta: |
-0.36 |
Theta: |
-1.24 |
Omega: |
-46.29 |
Rho: |
-32.92 |
Quote data
Open: |
3.03 |
High: |
3.06 |
Low: |
2.83 |
Previous Close: |
2.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+37.38% |
1 Month |
|
|
-40.55% |
3 Months |
|
|
-15.27% |
YTD |
|
|
-46.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.83 |
1.85 |
1M High / 1M Low: |
4.92 |
1.85 |
6M High / 6M Low: |
7.58 |
1.85 |
High (YTD): |
17/01/2024 |
6.05 |
Low (YTD): |
20/05/2024 |
1.85 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.52 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.56% |
Volatility 6M: |
|
115.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |