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BNP Paribas Put 42000 DJI 19.12.2.../  DE000PC0HWY7  /

Frankfurt Zert./BNP
09/09/2024  21:20:30 Chg.-0.200 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
5.350EUR -3.60% 5.310
Bid Size: 57,000		 5.350
Ask Size: 57,000		 DOW JONES INDUSTRIAL... 42,000.00 - 19/12/2025 Put
 

Master data

WKN: PC0HWY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 42,000.00 -
Maturity: 19/12/2025
Issue date: 29/03/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -71.92
Leverage: Yes

Calculated values

Fair value: 18.13
Intrinsic value: 16.55
Implied volatility: 0.04
Historic volatility: 0.11
Parity: 16.55
Time value: -10.94
Break-even: 41,439.00
Moneyness: 1.04
Premium: -0.03
Premium p.a.: -0.02
Spread abs.: 0.04
Spread %: 0.72%
Delta: -0.44
Theta: 1.09
Omega: -31.85
Rho: -235.37
 

Quote data

Open: 5.500
High: 5.500
Low: 5.240
Previous Close: 5.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.92%
1 Month
  -10.98%
3 Months
  -12.58%
YTD
  -39.89%
1 Year
  -42.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.550 4.780
1M High / 1M Low: 6.120 4.780
6M High / 6M Low: 6.720 4.780
High (YTD): 18/01/2024 9.150
Low (YTD): 02/09/2024 4.780
52W High: 13/10/2023 9.460
52W Low: 02/09/2024 4.780
Avg. price 1W:   5.204
Avg. volume 1W:   0.000
Avg. price 1M:   5.287
Avg. volume 1M:   0.000
Avg. price 6M:   5.890
Avg. volume 6M:   0.000
Avg. price 1Y:   7.201
Avg. volume 1Y:   0.000
Volatility 1M:   53.13%
Volatility 6M:   45.11%
Volatility 1Y:   43.62%
Volatility 3Y:   -