BNP Paribas Put 42000 DJI 18.10.2024
/ DE000PC5W524
BNP Paribas Put 42000 DJI 18.10.2.../ DE000PC5W524 /
| 20/09/2024 21:20:12 |
Chg.+0.020 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+0.69% |
2.830
Bid Size: 13,000 |
2.880
Ask Size: 13,000 |
DOW JONES INDUSTRIAL... |
42,000.00 - |
18/10/2024 |
Put |
Master data
| WKN: |
PC5W52 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42,000.00 - |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-146.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.11 |
| Parity: |
-0.63 |
| Time value: |
2.88 |
| Break-even: |
41,712.00 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
1.77% |
| Delta: |
-0.42 |
| Theta: |
-4.99 |
| Omega: |
-61.74 |
| Rho: |
-13.37 |
Quote data
| Open: |
2.880 |
| High: |
3.150 |
| Low: |
2.680 |
| Previous Close: |
2.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.82% |
| 1 Month |
|
|
-47.10% |
| 3 Months |
|
|
-63.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
2.900 |
| 1M High / 1M Low: |
6.300 |
2.900 |
| 6M High / 6M Low: |
8.500 |
2.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.976 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.13% |
| Volatility 6M: |
|
102.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
