BNP Paribas Put 41000 DJI 20.12.2024
/ DE000PC5W6J5
BNP Paribas Put 41000 DJI 20.12.2.../ DE000PC5W6J5 /
16/07/2024 17:21:07 |
Chg.-0.56 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
4.41EUR |
-11.27% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
41,000.00 - |
20/12/2024 |
Put |
Master data
WKN: |
PC5W6J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
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: |
-77.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.70 |
Intrinsic value: |
7.88 |
Implied volatility: |
0.04 |
Historic volatility: |
0.09 |
Parity: |
7.88 |
Time value: |
-2.70 |
Break-even: |
40,482.00 |
Moneyness: |
1.02 |
Premium: |
-0.01 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.05 |
Spread %: |
0.97% |
Delta: |
-0.55 |
Theta: |
0.87 |
Omega: |
-42.72 |
Rho: |
-97.45 |
Quote data
Open: |
5.08 |
High: |
5.11 |
Low: |
4.41 |
Previous Close: |
4.97 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.11% |
1 Month |
|
|
-37.97% |
3 Months |
|
|
-39.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.31 |
4.97 |
1M High / 1M Low: |
6.92 |
4.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |