BNP Paribas Put 37000 DJI 20.09.2.../  DE000PN9Q871  /

Frankfurt Zert./BNP
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:   -