BNP Paribas Put 40400 DJI2MN 19.07.2024
/ DE000PC4L7G3
BNP Paribas Put 40400 DJI2MN 19.0.../ DE000PC4L7G3 /
| 2024-05-13 8:20:38 PM |
Chg.+0.050 |
Bid8:48:55 PM |
Ask8:48:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+4.90% |
1.070
Bid Size: 29,000 |
1.090
Ask Size: 29,000 |
Dow Jones Industrial... |
40,400.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
PC4L7G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40,400.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-34.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.09 |
| Parity: |
0.82 |
| Time value: |
0.23 |
| Break-even: |
36,460.56 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
-0.61 |
| Theta: |
-2.78 |
| Omega: |
-21.28 |
| Rho: |
-42.95 |
Quote data
| Open: |
1.020 |
| High: |
1.070 |
| Low: |
0.950 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.67% |
| 1 Month |
|
|
-52.02% |
| 3 Months |
|
|
-49.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.020 |
| 1M High / 1M Low: |
2.430 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
