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

Frankfurt Zert./BNP
5/24/2024  9:20:25 PM Chg.-0.060 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
3.310EUR -1.78% 3.320
Bid Size: 18,000		 3.360
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: -116.63
Leverage: Yes

Calculated values

Fair value: 6.06
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.10
Parity: -0.70
Time value: 3.35
Break-even: 38,665.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.21%
Delta: -0.34
Theta: -0.80
Omega: -40.06
Rho: -44.47
 

Quote data

Open: 3.410
High: 3.410
Low: 3.160
Previous Close: 3.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.49%
1 Month
  -27.41%
3 Months
  -7.28%
YTD
  -38.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.370 2.440
1M High / 1M Low: 5.090 2.390
6M High / 6M Low: 7.420 2.390
High (YTD): 1/17/2024 6.000
Low (YTD): 5/17/2024 2.390
52W High: - -
52W Low: - -
Avg. price 1W:   2.870
Avg. volume 1W:   0.000
Avg. price 1M:   3.401
Avg. volume 1M:   0.000
Avg. price 6M:   4.585
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.03%
Volatility 6M:   107.31%
Volatility 1Y:   -
Volatility 3Y:   -