BNP Paribas Put 40400 DJI2MN 19.07.2024
/ DE000PC4L7G3
BNP Paribas Put 40400 DJI2MN 19.0.../ DE000PC4L7G3 /
| 28/05/2024 12:20:50 |
Chg.+0.010 |
Bid12:40:36 |
Ask12:40:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+0.85% |
1.200
Bid Size: 31,000 |
1.220
Ask Size: 31,000 |
Dow Jones Industrial... |
40,400.00 USD |
19/07/2024 |
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: |
19/07/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-30.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.09 |
| Parity: |
1.22 |
| Time value: |
-0.05 |
| Break-even: |
36,026.11 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
-0.79 |
| Theta: |
-0.37 |
| Omega: |
-24.24 |
| Rho: |
-42.08 |
Quote data
| Open: |
1.180 |
| High: |
1.190 |
| Low: |
1.170 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.81% |
| 1 Month |
|
|
-36.70% |
| 3 Months |
|
|
-19.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.740 |
| 1M High / 1M Low: |
2.150 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
