BNP Paribas Put 27500 DJI2MN 20.1.../  DE000PE2X2P9  /

EUWAX
2024-07-10  5:23:53 PM Chg.-0.002 Bid6:35:00 PM Ask6:35:00 PM Underlying Strike price Expiration date Option type
0.058EUR -3.33% 0.058
Bid Size: 100,000
0.078
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: -443.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.09
Parity: -10.90
Time value: 0.08
Break-even: 25,347.29
Moneyness: 0.70
Premium: 0.30
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 32.26%
Delta: -0.03
Theta: -1.31
Omega: -11.93
Rho: -4.73
 

Quote data

Open: 0.062
High: 0.062
Low: 0.058
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -23.68%
3 Months
  -63.75%
YTD
  -76.80%
1 Year
  -91.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.057
1M High / 1M Low: 0.080 0.057
6M High / 6M Low: 0.240 0.057
High (YTD): 2024-01-04 0.260
Low (YTD): 2024-07-05 0.057
52W High: 2023-10-27 0.800
52W Low: 2024-07-05 0.057
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   0.330
Avg. volume 1Y:   0.000
Volatility 1M:   79.36%
Volatility 6M:   110.85%
Volatility 1Y:   94.73%
Volatility 3Y:   -