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BNP Paribas Put 39000 DJI 20.09.2.../  DE000PN9Q889  /

EUWAX
06/09/2024  16:15:05 Chg.-0.180 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.490EUR -26.87% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 39,000.00 - 20/09/2024 Put
 

Master data

WKN: PN9Q88
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 39,000.00 -
Maturity: 20/09/2024
Issue date: 13/10/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -424.69
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -13.45
Time value: 0.95
Break-even: 38,905.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.68
Spread abs.: 0.04
Spread %: 4.40%
Delta: -0.14
Theta: -10.75
Omega: -58.91
Rho: -2.03
 

Quote data

Open: 0.630
High: 0.630
Low: 0.490
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.48%
1 Month
  -83.22%
3 Months
  -85.92%
YTD
  -90.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.200
1M High / 1M Low: 2.920 0.200
6M High / 6M Low: 5.270 0.200
High (YTD): 17/01/2024 6.020
Low (YTD): 02/09/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.983
Avg. volume 1M:   0.000
Avg. price 6M:   2.930
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   544.18%
Volatility 6M:   296.16%
Volatility 1Y:   -
Volatility 3Y:   -