BNP Paribas Put 40000 DJI 20.09.2024
/ DE000PN6M2F0
BNP Paribas Put 40000 DJI 20.09.2.../ DE000PN6M2F0 /
8/2/2024 5:21:32 PM |
Chg.+2.29 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.34EUR |
+111.71% |
- 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: |
-104.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.11 |
Intrinsic value: |
2.63 |
Implied volatility: |
0.06 |
Historic volatility: |
0.10 |
Parity: |
2.63 |
Time value: |
1.18 |
Break-even: |
39,619.00 |
Moneyness: |
1.01 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
1.06% |
Delta: |
-0.53 |
Theta: |
-1.44 |
Omega: |
-55.26 |
Rho: |
-28.19 |
Quote data
Open: |
3.35 |
High: |
4.34 |
Low: |
3.35 |
Previous Close: |
2.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+65.65% |
1 Month |
|
|
-5.24% |
3 Months |
|
|
-22.50% |
YTD |
|
|
-30.89% |
1 Year |
|
|
-51.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.34 |
2.03 |
1M High / 1M Low: |
4.72 |
1.98 |
6M High / 6M Low: |
6.54 |
1.98 |
High (YTD): |
1/17/2024 |
6.96 |
Low (YTD): |
7/18/2024 |
1.98 |
52W High: |
10/3/2023 |
9.44 |
52W Low: |
7/18/2024 |
1.98 |
Avg. price 1W: |
|
2.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.51 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
462.19% |
Volatility 6M: |
|
213.45% |
Volatility 1Y: |
|
151.27% |
Volatility 3Y: |
|
- |