BNP Paribas Put 40000 DJI 21.03.2025
/ DE000PC5W6N7
BNP Paribas Put 40000 DJI 21.03.2.../ DE000PC5W6N7 /
| 25/06/2024 20:20:49 |
Chg.+0.330 |
Bid20:46:04 |
Ask20:46:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.830EUR |
+6.00% |
5.790
Bid Size: 27,000 |
5.840
Ask Size: 27,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
PC5W6N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40,000.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-70.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.60 |
| Intrinsic value: |
5.89 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.10 |
| Parity: |
5.89 |
| Time value: |
-0.33 |
| Break-even: |
39,444.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
0.91% |
| Delta: |
-0.40 |
| Theta: |
0.22 |
| Omega: |
-28.09 |
| Rho: |
-119.06 |
Quote data
| Open: |
5.460 |
| High: |
5.870 |
| Low: |
5.460 |
| Previous Close: |
5.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.11% |
| 1 Month |
|
|
+0.87% |
| 3 Months |
|
|
+2.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.080 |
5.500 |
| 1M High / 1M Low: |
6.600 |
5.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
