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

Frankfurt Zert./BNP
26/07/2024  12:20:47 Chg.-0.040 Bid13:10:48 Ask13:10:48 Underlying Strike price Expiration date Option type
0.710EUR -5.33% 0.680
Bid Size: 46,000		 0.720
Ask Size: 46,000		 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: -464.36
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.10
Parity: -29.35
Time value: 0.86
Break-even: 36,914.00
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 4.88%
Delta: -0.08
Theta: -2.78
Omega: -36.54
Rho: -4.95
 

Quote data

Open: 0.740
High: 0.750
Low: 0.710
Previous Close: 0.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.43%
1 Month
  -41.32%
3 Months
  -70.04%
YTD
  -81.07%
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: 3.230 0.380
High (YTD): 17/01/2024 4.100
Low (YTD): 16/07/2024 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   1.833
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.06%
Volatility 6M:   180.30%
Volatility 1Y:   -
Volatility 3Y:   -