BNP Paribas Put 24000 DJI2MN 20.1.../  DE000PE2X1U1  /

EUWAX
7/31/2024  5:26:35 PM Chg.-0.003 Bid9:24:50 PM Ask9:24:50 PM Underlying Strike price Expiration date Option type
0.021EUR -12.50% 0.022
Bid Size: 100,000
0.042
Ask Size: 100,000
Dow Jones Industrial... 24,000.00 USD 12/20/2024 Put
 

Master data

WKN: PE2X1U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 24,000.00 USD
Maturity: 12/20/2024
Issue date: 9/27/2022
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -876.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.09
Parity: -15.48
Time value: 0.04
Break-even: 22,147.07
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 86.96%
Delta: -0.01
Theta: -1.00
Omega: -10.45
Rho: -1.91
 

Quote data

Open: 0.023
High: 0.023
Low: 0.021
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.38%
1 Month
  -43.24%
3 Months
  -66.67%
YTD
  -80.91%
1 Year
  -94.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.024
1M High / 1M Low: 0.038 0.024
6M High / 6M Low: 0.090 0.024
High (YTD): 1/3/2024 0.120
Low (YTD): 7/30/2024 0.024
52W High: 10/27/2023 0.430
52W Low: 7/30/2024 0.024
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   135.67%
Volatility 6M:   127.94%
Volatility 1Y:   111.08%
Volatility 3Y:   -