BNP Paribas Put 36500 DJI2MN 18.1.../  DE000PC4L884  /

Frankfurt Zert./BNP
2024-10-02  6:20:47 PM Chg.0.000 Bid6:24:05 PM Ask6:24:05 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% 0.019
Bid Size: 100,000
0.041
Ask Size: 100,000
Dow Jones Industrial... 36,500.00 USD 2024-10-18 Put
 

Master data

WKN: PC4L88
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 36,500.00 USD
Maturity: 2024-10-18
Issue date: 2024-02-05
Last trading day: 2024-10-17
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -907.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.09
Parity: -5.11
Time value: 0.04
Break-even: 32,946.09
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 17.08
Spread abs.: 0.02
Spread %: 90.91%
Delta: -0.03
Theta: -7.09
Omega: -30.38
Rho: -0.58
 

Quote data

Open: 0.021
High: 0.021
Low: 0.018
Previous Close: 0.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -53.49%
3 Months
  -92.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.015
1M High / 1M Low: 0.140 0.015
6M High / 6M Low: 0.950 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   760.43%
Volatility 6M:   402.07%
Volatility 1Y:   -
Volatility 3Y:   -