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

Frankfurt Zert./BNP
2024-05-10  9:20:25 PM Chg.-0.140 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
3.000EUR -4.46% 3.020
Bid Size: 21,000		 3.060
Ask Size: 21,000		 DOW JONES INDUSTRIAL... 39,000.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -129.55
Leverage: Yes

Calculated values

Fair value: 4.75
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.10
Parity: -5.13
Time value: 3.05
Break-even: 38,695.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.33%
Delta: -0.27
Theta: -1.10
Omega: -34.96
Rho: -39.61
 

Quote data

Open: 3.030
High: 3.060
Low: 2.950
Previous Close: 3.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.93%
1 Month
  -40.71%
3 Months
  -25.74%
YTD
  -44.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.930 3.000
1M High / 1M Low: 5.350 3.000
6M High / 6M Low: 8.220 2.800
High (YTD): 2024-01-17 6.000
Low (YTD): 2024-03-21 2.800
52W High: - -
52W Low: - -
Avg. price 1W:   3.484
Avg. volume 1W:   0.000
Avg. price 1M:   4.461
Avg. volume 1M:   0.000
Avg. price 6M:   4.981
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.03%
Volatility 6M:   98.92%
Volatility 1Y:   -
Volatility 3Y:   -