BNP Paribas Put 48000 DJI2MN 20.12.2024
/ DE000PE5UWU5
BNP Paribas Put 48000 DJI2MN 20.1.../ DE000PE5UWU5 /
2024-03-28 8:11:43 AM |
Chg.0.00 |
Bid10:29:04 AM |
Ask10:29:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.88EUR |
0.00% |
8.90 Bid Size: 25,000 |
8.94 Ask Size: 25,000 |
Dow Jones Industrial... |
48,000.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
PE5UWU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48,000.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-11-22 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-41.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
64.15 |
Intrinsic value: |
76.21 |
Implied volatility: |
- |
Historic volatility: |
0.09 |
Parity: |
76.21 |
Time value: |
-67.27 |
Break-even: |
43,498.65 |
Moneyness: |
1.21 |
Premium: |
-0.18 |
Premium p.a.: |
-0.24 |
Spread abs.: |
0.12 |
Spread %: |
1.36% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
8.88 |
High: |
8.88 |
Low: |
8.88 |
Previous Close: |
8.88 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.68% |
1 Month |
|
|
+0.34% |
3 Months |
|
|
+2.07% |
YTD |
|
|
+2.19% |
1 Year |
|
|
-2.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
8.88 |
8.82 |
1M High / 1M Low: |
8.88 |
8.76 |
6M High / 6M Low: |
9.01 |
8.62 |
High (YTD): |
2024-02-14 |
8.93 |
Low (YTD): |
2024-03-13 |
8.76 |
52W High: |
2023-03-29 |
9.13 |
52W Low: |
2023-07-17 |
8.52 |
Avg. price 1W: |
|
8.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.86 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
4.71% |
Volatility 6M: |
|
6.20% |
Volatility 1Y: |
|
7.12% |
Volatility 3Y: |
|
- |