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

EUWAX
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:   -