BNP Paribas Put 39000 DJI 20.09.2024
/ DE000PN9Q889
BNP Paribas Put 39000 DJI 20.09.2.../ DE000PN9Q889 /
| 7/9/2024 2:28:06 PM |
Chg.+0.12 |
Bid3:16:02 PM |
Ask3:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
+4.62% |
2.72
Bid Size: 16,000 |
2.76
Ask Size: 16,000 |
DOW JONES INDUSTRIAL... |
39,000.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-140.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.09 |
| Parity: |
-3.45 |
| Time value: |
2.80 |
| Break-even: |
38,720.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.45% |
| Delta: |
-0.31 |
| Theta: |
-2.03 |
| Omega: |
-44.19 |
| Rho: |
-25.28 |
Quote data
| Open: |
2.70 |
| High: |
2.72 |
| Low: |
2.65 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.40% |
| 1 Month |
|
|
-21.84% |
| 3 Months |
|
|
-33.66% |
| YTD |
|
|
-49.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.60 |
| 1M High / 1M Low: |
4.28 |
2.60 |
| 6M High / 6M Low: |
6.02 |
2.28 |
| High (YTD): |
1/17/2024 |
6.02 |
| Low (YTD): |
5/20/2024 |
2.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.98% |
| Volatility 6M: |
|
125.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
