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BNP Paribas Put 40000 DJI 20.09.2.../  DE000PN6M2F0  /

Frankfurt Zert./BNP
9/6/2024  9:20:20 PM Chg.+0.590 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
2.070EUR +39.86% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 40,000.00 - 9/20/2024 Put
 

Master data

WKN: PN6M2F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 40,000.00 -
Maturity: 9/20/2024
Issue date: 8/2/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -184.23
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.11
Parity: -3.45
Time value: 2.19
Break-even: 39,781.00
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 1.86%
Delta: -0.34
Theta: -12.27
Omega: -62.00
Rho: -4.91
 

Quote data

Open: 1.360
High: 2.160
Low: 1.360
Previous Close: 1.480
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+331.25%
1 Month
  -50.12%
3 Months
  -60.42%
YTD
  -67.04%
1 Year
  -77.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 0.480
1M High / 1M Low: 4.500 0.480
6M High / 6M Low: 6.530 0.480
High (YTD): 1/17/2024 6.990
Low (YTD): 9/2/2024 0.480
52W High: 10/3/2023 9.450
52W Low: 9/2/2024 0.480
Avg. price 1W:   1.314
Avg. volume 1W:   0.000
Avg. price 1M:   1.795
Avg. volume 1M:   0.000
Avg. price 6M:   4.208
Avg. volume 6M:   102.362
Avg. price 1Y:   5.815
Avg. volume 1Y:   51.181
Volatility 1M:   676.92%
Volatility 6M:   312.59%
Volatility 1Y:   223.56%
Volatility 3Y:   -