BNP Paribas Put 40400 DJI2MN 19.07.2024
/ DE000PC4L7G3
BNP Paribas Put 40400 DJI2MN 19.0.../ DE000PC4L7G3 /
6/26/2024 8:20:35 PM |
Chg.-0.010 |
Bid8:25:53 PM |
Ask8:25:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
-0.88% |
1.110 Bid Size: 32,000 |
1.130 Ask Size: 32,000 |
Dow Jones Industrial... |
40,400.00 USD |
7/19/2024 |
Put |
Master data
WKN: |
PC4L7G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40,400.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
2/5/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-30.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.11 |
Historic volatility: |
0.09 |
Parity: |
1.20 |
Time value: |
-0.02 |
Break-even: |
36,544.75 |
Moneyness: |
1.03 |
Premium: |
0.00 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.02 |
Spread %: |
1.72% |
Delta: |
-0.87 |
Theta: |
-1.24 |
Omega: |
-26.88 |
Rho: |
-20.73 |
Quote data
Open: |
1.140 |
High: |
1.290 |
Low: |
1.120 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.68% |
1 Month |
|
|
-6.67% |
3 Months |
|
|
-5.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
0.930 |
1M High / 1M Low: |
1.910 |
0.930 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.401 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
192.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |