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BNP Paribas Put 42000 DJI 19.12.2.../  DE000PC0HWY7  /

EUWAX
2024-05-24  5:18:00 PM Chg.+0.08 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
5.88EUR +1.38% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 42,000.00 - 2025-12-19 Put
 

Master data

WKN: PC0HWY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 42,000.00 -
Maturity: 2025-12-19
Issue date: 2023-03-29
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -65.22
Leverage: Yes

Calculated values

Fair value: 21.59
Intrinsic value: 29.30
Implied volatility: 0.01
Historic volatility: 0.10
Parity: 29.30
Time value: -23.31
Break-even: 41,401.00
Moneyness: 1.08
Premium: -0.06
Premium p.a.: -0.04
Spread abs.: 0.04
Spread %: 0.67%
Delta: -0.75
Theta: 2.93
Omega: -49.04
Rho: -470.74
 

Quote data

Open: 5.99
High: 5.99
Low: 5.88
Previous Close: 5.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.95%
1 Month
  -9.26%
3 Months
  -1.34%
YTD
  -33.93%
1 Year
  -36.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.88 5.45
1M High / 1M Low: 6.52 5.45
6M High / 6M Low: 9.24 5.45
High (YTD): 2024-01-18 9.16
Low (YTD): 2024-05-20 5.45
52W High: 2023-10-13 9.47
52W Low: 2024-05-20 5.45
Avg. price 1W:   5.65
Avg. volume 1W:   0.00
Avg. price 1M:   5.94
Avg. volume 1M:   0.00
Avg. price 6M:   7.16
Avg. volume 6M:   0.00
Avg. price 1Y:   8.19
Avg. volume 1Y:   0.00
Volatility 1M:   31.09%
Volatility 6M:   46.16%
Volatility 1Y:   32.91%
Volatility 3Y:   -