BNP Paribas Put 42000 DJI 20.06.2025
/ DE000PC5W6T4
BNP Paribas Put 42000 DJI 20.06.2.../ DE000PC5W6T4 /
9/26/2024 8:46:02 AM |
Chg.-0.05 |
Bid9:59:09 AM |
Ask9:59:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.05EUR |
-0.98% |
5.03 Bid Size: 39,000 |
5.08 Ask Size: 39,000 |
DOW JONES INDUSTRIAL... |
42,000.00 - |
6/20/2025 |
Put |
Master data
WKN: |
PC5W6T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42,000.00 - |
Maturity: |
6/20/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-79.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.62 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.06 |
Historic volatility: |
0.10 |
Parity: |
0.85 |
Time value: |
4.39 |
Break-even: |
41,476.00 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.05 |
Spread %: |
0.96% |
Delta: |
-0.33 |
Theta: |
-0.25 |
Omega: |
-26.56 |
Rho: |
-105.65 |
Quote data
Open: |
5.05 |
High: |
5.05 |
Low: |
5.05 |
Previous Close: |
5.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
-12.17% |
3 Months |
|
|
-34.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.20 |
5.01 |
1M High / 1M Low: |
6.51 |
5.01 |
6M High / 6M Low: |
8.17 |
5.01 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.77% |
Volatility 6M: |
|
47.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |