BNP Paribas Put 40000 DJI2MN 21.03.2025
/ DE000PC5W6N7
BNP Paribas Put 40000 DJI2MN 21.0.../ DE000PC5W6N7 /
7/10/2024 6:21:02 PM |
Chg.-0.210 |
Bid6:37:23 PM |
Ask6:37:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.430EUR |
-3.72% |
5.410 Bid Size: 25,000 |
5.460 Ask Size: 25,000 |
Dow Jones Industrial... |
40,000.00 - |
3/21/2025 |
Put |
Master data
WKN: |
PC5W6N |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40,000.00 - |
Maturity: |
3/21/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-69.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.79 |
Intrinsic value: |
7.08 |
Implied volatility: |
0.05 |
Historic volatility: |
0.09 |
Parity: |
7.08 |
Time value: |
-1.41 |
Break-even: |
39,433.00 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.05 |
Spread %: |
0.89% |
Delta: |
-0.43 |
Theta: |
0.36 |
Omega: |
-29.51 |
Rho: |
-120.41 |
Quote data
Open: |
5.630 |
High: |
5.630 |
Low: |
5.430 |
Previous Close: |
5.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.04% |
1 Month |
|
|
-9.20% |
3 Months |
|
|
-15.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.640 |
5.530 |
1M High / 1M Low: |
6.340 |
5.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |