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

Frankfurt Zert./BNP
6/24/2024  9:20:25 PM Chg.-0.360 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.770EUR -11.50% 2.780
Bid Size: 18,000		 2.820
Ask Size: 18,000		 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: -123.89
Leverage: Yes

Calculated values

Fair value: 5.07
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.10
Parity: -1.50
Time value: 3.16
Break-even: 38,684.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.28%
Delta: -0.35
Theta: -1.40
Omega: -43.26
Rho: -33.71
 

Quote data

Open: 3.160
High: 3.160
Low: 2.640
Previous Close: 3.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.73%
1 Month
  -16.31%
3 Months
  -17.31%
YTD
  -48.42%
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): 1/17/2024 6.000
Low (YTD): 5/17/2024 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:   -