OverviewChartNewsTraderScreen

BNP Paribas Put 40000 DJI 15.11.2.../  DE000PC5W599  /

Frankfurt Zert./BNP
2024-09-26  2:21:03 PM Chg.-0.160 Bid2:33:19 PM Ask2:33:19 PM Underlying Strike price Expiration date Option type
1.310EUR -10.88% 1.310
Bid Size: 33,000		 1.360
Ask Size: 33,000		 DOW JONES INDUSTRIAL... 40,000.00 - 2024-11-15 Put
 

Master data

WKN: PC5W59
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 40,000.00 -
Maturity: 2024-11-15
Issue date: 2024-02-29
Last trading day: 2024-11-14
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -275.75
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.10
Parity: -19.15
Time value: 1.52
Break-even: 39,848.00
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 3.40%
Delta: -0.14
Theta: -4.05
Omega: -39.06
Rho: -8.35
 

Quote data

Open: 1.320
High: 1.320
Low: 1.290
Previous Close: 1.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.49%
1 Month
  -41.26%
3 Months
  -74.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.320
1M High / 1M Low: 3.220 1.320
6M High / 6M Low: 6.660 1.320
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.426
Avg. volume 1W:   0.000
Avg. price 1M:   2.164
Avg. volume 1M:   0.000
Avg. price 6M:   4.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.30%
Volatility 6M:   139.86%
Volatility 1Y:   -
Volatility 3Y:   -