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BNP Paribas Put 37000 DJI2MN 20.0.../  DE000PN9Q871  /

Frankfurt Zert./BNP
2024-07-25  9:20:20 PM Chg.-0.070 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.750EUR -8.54% 0.820
Bid Size: 46,000		 0.860
Ask Size: 46,000		 DOW JONES INDUSTRIAL... 37,000.00 - 2024-09-20 Put
 

Master data

WKN: PN9Q87
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,000.00 -
Maturity: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -447.80
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.10
Parity: -28.54
Time value: 0.89
Break-even: 36,911.00
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 4.71%
Delta: -0.08
Theta: -2.77
Omega: -36.60
Rho: -5.23
 

Quote data

Open: 0.810
High: 0.830
Low: 0.630
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.58%
1 Month
  -38.52%
3 Months
  -70.70%
YTD
  -80.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.540
1M High / 1M Low: 1.220 0.380
6M High / 6M Low: 3.420 0.380
High (YTD): 2024-01-17 4.100
Low (YTD): 2024-07-16 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.825
Avg. volume 1M:   0.000
Avg. price 6M:   1.854
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.73%
Volatility 6M:   180.98%
Volatility 1Y:   -
Volatility 3Y:   -