BNP Paribas Put 27500 DJI 20.12.2024
/ DE000PE2X2P9
BNP Paribas Put 27500 DJI 20.12.2.../ DE000PE2X2P9 /
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: |
|
- |