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

EUWAX
9/26/2024  5:19:59 PM Chg.-0.10 Bid7:12:58 PM Ask7:12:58 PM Underlying Strike price Expiration date Option type
4.53EUR -2.16% 4.54
Bid Size: 57,000		 4.58
Ask Size: 57,000		 DOW JONES INDUSTRIAL... 42,000.00 - 12/19/2025 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: 12/19/2025
Issue date: 3/29/2023
Last trading day: 12/18/2025
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): 1/18/2024 9.16
Low (YTD): 9/24/2024 4.53
52W High: 10/13/2023 9.47
52W Low: 9/24/2024 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:   -