BNP Paribas Put 40000 DJI 20.09.2024
/ DE000PN6M2F0
BNP Paribas Put 40000 DJI 20.09.2.../ DE000PN6M2F0 /
06/09/2024 16:24:33 |
Chg.+0.03 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.54EUR |
+1.99% |
- Bid Size: - |
- Ask Size: - |
DOW JONES INDUSTRIAL... |
40,000.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
02/08/2023 |
Last trading day: |
19/09/2024 |
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: |
1.37 |
High: |
1.60 |
Low: |
1.32 |
Previous Close: |
1.51 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+105.33% |
1 Month |
|
|
-65.70% |
3 Months |
|
|
-69.57% |
YTD |
|
|
-75.48% |
1 Year |
|
|
-83.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.54 |
0.51 |
1M High / 1M Low: |
4.49 |
0.51 |
6M High / 6M Low: |
6.54 |
0.51 |
High (YTD): |
17/01/2024 |
6.96 |
Low (YTD): |
02/09/2024 |
0.51 |
52W High: |
03/10/2023 |
9.44 |
52W Low: |
02/09/2024 |
0.51 |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.88 |
Avg. volume 1M: |
|
318.18 |
Avg. price 6M: |
|
4.21 |
Avg. volume 6M: |
|
54.69 |
Avg. price 1Y: |
|
5.83 |
Avg. volume 1Y: |
|
27.45 |
Volatility 1M: |
|
379.43% |
Volatility 6M: |
|
260.90% |
Volatility 1Y: |
|
186.36% |
Volatility 3Y: |
|
- |