BNP Paribas Put 40000 DJI 18.10.2024
/ DE000PC5W508
BNP Paribas Put 40000 DJI 18.10.2.../ DE000PC5W508 /
| 2024-09-26 8:45:59 AM |
Chg.-0.060 |
Bid9:29:01 AM |
Ask9:29:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-11.54% |
0.460
Bid Size: 20,000 |
0.510
Ask Size: 20,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
2024-10-18 |
Put |
Master data
| WKN: |
PC5W50 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40,000.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-676.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.10 |
| Parity: |
-19.15 |
| Time value: |
0.62 |
| Break-even: |
39,938.00 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.05 |
| Spread %: |
8.77% |
| Delta: |
-0.09 |
| Theta: |
-5.14 |
| Omega: |
-58.83 |
| Rho: |
-2.23 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.67% |
| 1 Month |
|
|
-73.71% |
| 3 Months |
|
|
-91.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.490 |
| 1M High / 1M Low: |
2.430 |
0.490 |
| 6M High / 6M Low: |
6.660 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.29% |
| Volatility 6M: |
|
206.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
