BNP Paribas Put 41000 DJI 20.12.2024
/ DE000PC5W6J5
BNP Paribas Put 41000 DJI 20.12.2.../ DE000PC5W6J5 /
| 7/16/2024 5:21:07 PM |
Chg.-0.56 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.41EUR |
-11.27% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
41,000.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
12/19/2024 |
| 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: |
|
- |
