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

Frankfurt Zert./BNP
15/11/2024  21:20:24 Chg.+0.130 Bid21:57:23 Ask21:57:23 Underlying Strike price Expiration date Option type
3.820EUR +3.52% 3.850
Bid Size: 37,000		 3.890
Ask Size: 37,000		 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: -116.98
Leverage: Yes

Calculated values

Fair value: 7.18
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.11
Parity: -17.51
Time value: 3.74
Break-even: 41,626.00
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.08%
Delta: -0.18
Theta: -0.52
Omega: -20.89
Rho: -89.39
 

Quote data

Open: 3.770
High: 3.870
Low: 3.750
Previous Close: 3.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.46%
1 Month
  -8.17%
3 Months
  -29.00%
YTD
  -57.08%
1 Year
  -58.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.690 3.410
1M High / 1M Low: 4.590 3.410
6M High / 6M Low: 6.530 3.410
High (YTD): 18/01/2024 9.150
Low (YTD): 11/11/2024 3.410
52W High: 11/12/2023 9.240
52W Low: 11/11/2024 3.410
Avg. price 1W:   3.550
Avg. volume 1W:   0.000
Avg. price 1M:   4.051
Avg. volume 1M:   0.000
Avg. price 6M:   5.240
Avg. volume 6M:   0.000
Avg. price 1Y:   6.267
Avg. volume 1Y:   0.000
Volatility 1M:   79.02%
Volatility 6M:   53.92%
Volatility 1Y:   50.77%
Volatility 3Y:   -