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BNP Paribas Put 41000 DJI2MN 20.1.../  DE000PC5W6J5  /

Frankfurt Zert./BNP
11/10/2024  21:20:13 Chg.-0.420 Bid21:59:42 Ask21:59:42 Underlying Strike price Expiration date Option type
1.970EUR -17.57% 2.010
Bid Size: 37,000		 2.060
Ask Size: 37,000		 Dow Jones Industrial... 41,000.00 - 20/12/2024 Put
 

Master data

WKN: PC5W6J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (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: -208.08
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.11
Parity: -18.64
Time value: 2.06
Break-even: 40,794.00
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 2.49%
Delta: -0.17
Theta: -3.48
Omega: -34.39
Rho: -13.78
 

Quote data

Open: 2.280
High: 2.310
Low: 1.970
Previous Close: 2.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.44%
1 Month
  -48.29%
3 Months
  -61.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.860 1.970
1M High / 1M Low: 3.810 1.970
6M High / 6M Low: 7.420 1.970
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.436
Avg. volume 1W:   0.000
Avg. price 1M:   2.755
Avg. volume 1M:   0.000
Avg. price 6M:   5.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.13%
Volatility 6M:   103.90%
Volatility 1Y:   -
Volatility 3Y:   -