BNP Paribas Put 37000 DJI 20.09.2024
/ DE000PN9Q871
BNP Paribas Put 37000 DJI 20.09.2.../ DE000PN9Q871 /
30/08/2024 21:20:20 |
Chg.-0.030 |
Bid21:50:33 |
Ask21:50:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-25.00% |
0.080 Bid Size: 100,000 |
0.200 Ask Size: 100,000 |
DOW JONES INDUSTRIAL... |
37,000.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
13/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-2,066.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.10 |
Parity: |
-43.35 |
Time value: |
0.20 |
Break-even: |
36,980.00 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
4.70 |
Spread abs.: |
0.08 |
Spread %: |
66.67% |
Delta: |
-0.02 |
Theta: |
-2.89 |
Omega: |
-46.18 |
Rho: |
-0.54 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-76.32% |
3 Months |
|
|
-95.19% |
YTD |
|
|
-97.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.090 |
1M High / 1M Low: |
2.060 |
0.090 |
6M High / 6M Low: |
3.230 |
0.090 |
High (YTD): |
17/01/2024 |
4.100 |
Low (YTD): |
30/08/2024 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.582 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.446 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
592.59% |
Volatility 6M: |
|
298.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |