BNP Paribas Put 40000 DJI 21.03.2025
/ DE000PC5W6N7
BNP Paribas Put 40000 DJI 21.03.2.../ DE000PC5W6N7 /
| 2024-05-10 9:20:31 PM |
Chg.-0.120 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.500EUR |
-2.14% |
5.520
Bid Size: 52,000 |
5.570
Ask Size: 52,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-70.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.30 |
| Intrinsic value: |
4.87 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.10 |
| Parity: |
4.87 |
| Time value: |
0.70 |
| Break-even: |
39,443.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
0.91% |
| Delta: |
-0.35 |
| Theta: |
0.16 |
| Omega: |
-24.72 |
| Rho: |
-123.31 |
Quote data
| Open: |
5.550 |
| High: |
5.550 |
| Low: |
5.480 |
| Previous Close: |
5.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.57% |
| 1 Month |
|
|
-19.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.150 |
5.500 |
| 1M High / 1M Low: |
7.070 |
5.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
