BNP Paribas Put 41000 DJI 20.12.2024
/ DE000PC5W6J5
BNP Paribas Put 41000 DJI 20.12.2.../ DE000PC5W6J5 /
| 15/11/2024 21:20:17 |
Chg.+0.200 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+33.90% |
0.820
Bid Size: 25,000 |
0.870
Ask Size: 25,000 |
DOW JONES INDUSTRIAL... |
41,000.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC5W6J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,000.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-673.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-27.51 |
| Time value: |
0.65 |
| Break-even: |
40,935.00 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.05 |
| Spread %: |
8.33% |
| Delta: |
-0.07 |
| Theta: |
-3.68 |
| Omega: |
-47.33 |
| Rho: |
-3.01 |
Quote data
| Open: |
0.660 |
| High: |
0.880 |
| Low: |
0.640 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.54% |
| 1 Month |
|
|
-61.08% |
| 3 Months |
|
|
-82.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
2.690 |
0.560 |
| 6M High / 6M Low: |
7.260 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.52% |
| Volatility 6M: |
|
151.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
