BNP Paribas Put 40000 DJI 21.03.2025
/ DE000PC5W6N7
BNP Paribas Put 40000 DJI 21.03.2.../ DE000PC5W6N7 /
| 5/27/2024 5:16:26 PM |
Chg.+0.12 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.79EUR |
+2.12% |
-
Bid Size: - |
-
Ask Size: - |
DOW JONES INDUSTRIAL... |
40,000.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-66.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.18 |
| Intrinsic value: |
9.30 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.10 |
| Parity: |
9.30 |
| Time value: |
-3.46 |
| Break-even: |
39,416.00 |
| Moneyness: |
1.02 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
0.86% |
| Delta: |
-0.43 |
| Theta: |
0.60 |
| Omega: |
-28.55 |
| Rho: |
-140.79 |
Quote data
| Open: |
5.82 |
| High: |
5.82 |
| Low: |
5.79 |
| Previous Close: |
5.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.21% |
| 1 Month |
|
|
-12.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.67 |
4.94 |
| 1M High / 1M Low: |
6.70 |
4.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
