BNP Paribas Put 41000 DJI 20.12.2024
/ DE000PC5W6J5
BNP Paribas Put 41000 DJI 20.12.2.../ DE000PC5W6J5 /
| 26/09/2024 11:20:47 |
Chg.-0.200 |
Bid11:59:31 |
Ask11:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
-7.22% |
2.550
Bid Size: 31,000 |
2.600
Ask Size: 31,000 |
DOW JONES INDUSTRIAL... |
41,000.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC5W6J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,000.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-147.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.10 |
| Parity: |
-9.15 |
| Time value: |
2.84 |
| Break-even: |
40,716.00 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
1.79% |
| Delta: |
-0.25 |
| Theta: |
-2.54 |
| Omega: |
-36.44 |
| Rho: |
-24.75 |
Quote data
| Open: |
2.600 |
| High: |
2.600 |
| Low: |
2.560 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.51% |
| 1 Month |
|
|
-27.81% |
| 3 Months |
|
|
-59.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.550 |
| 1M High / 1M Low: |
4.560 |
2.550 |
| 6M High / 6M Low: |
7.420 |
2.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.47% |
| Volatility 6M: |
|
96.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
