BNP Paribas Put 27500 DJI 20.12.2.../  DE000PE2X2P9  /

Frankfurt Zert./BNP
2024-10-11  9:20:23 PM Chg.-0.005 Bid9:52:14 PM Ask9:52:14 PM Underlying Strike price Expiration date Option type
0.030EUR -14.29% 0.030
Bid Size: 100,000
0.050
Ask Size: 100,000
DOW JONES INDUSTRIAL... 27,500.00 USD 2024-12-20 Put
 

Master data

WKN: PE2X2P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 27,500.00 USD
Maturity: 2024-12-20
Issue date: 2022-09-27
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -725.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.10
Parity: -14.05
Time value: 0.05
Break-even: 25,094.15
Moneyness: 0.64
Premium: 0.36
Premium p.a.: 4.08
Spread abs.: 0.02
Spread %: 58.82%
Delta: -0.02
Theta: -2.48
Omega: -11.71
Rho: -1.30
 

Quote data

Open: 0.033
High: 0.033
Low: 0.030
Previous Close: 0.035
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -25.00%
3 Months
  -43.40%
YTD
  -88.00%
1 Year
  -95.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.030
1M High / 1M Low: 0.042 0.025
6M High / 6M Low: 0.210 0.024
High (YTD): 2024-01-03 0.270
Low (YTD): 2024-09-02 0.024
52W High: 2023-10-27 0.790
52W Low: 2024-09-02 0.024
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   210.09%
Volatility 6M:   327.69%
Volatility 1Y:   246.52%
Volatility 3Y:   -