BNP Paribas Put 42000 DJI 19.12.2025
/ DE000PC0HWY7
BNP Paribas Put 42000 DJI 19.12.2.../ DE000PC0HWY7 /
26/09/2024 17:19:59 |
Chg.-0.10 |
Bid18:32:00 |
Ask18:32:00 |
Underlying |
Strike price |
Expiration date |
Option type |
4.53EUR |
-2.16% |
4.52 Bid Size: 57,000 |
4.56 Ask Size: 57,000 |
DOW JONES INDUSTRIAL... |
42,000.00 - |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
29/03/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-88.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.07 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.06 |
Historic volatility: |
0.10 |
Parity: |
0.85 |
Time value: |
3.89 |
Break-even: |
41,526.00 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.04 |
Spread %: |
0.85% |
Delta: |
-0.27 |
Theta: |
0.05 |
Omega: |
-23.64 |
Rho: |
-143.85 |
Quote data
Open: |
4.61 |
High: |
4.61 |
Low: |
4.53 |
Previous Close: |
4.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.00% |
1 Month |
|
|
-8.85% |
3 Months |
|
|
-27.05% |
YTD |
|
|
-49.10% |
1 Year |
|
|
-51.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.68 |
4.53 |
1M High / 1M Low: |
5.67 |
4.53 |
6M High / 6M Low: |
6.65 |
4.53 |
High (YTD): |
18/01/2024 |
9.16 |
Low (YTD): |
24/09/2024 |
4.53 |
52W High: |
13/10/2023 |
9.47 |
52W Low: |
24/09/2024 |
4.53 |
Avg. price 1W: |
|
4.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.01 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
51.99% |
Volatility 6M: |
|
45.73% |
Volatility 1Y: |
|
43.69% |
Volatility 3Y: |
|
- |