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

EUWAX
02/08/2024  17:24:58 Chg.+0.61 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
6.20EUR +10.91% -
Bid Size: -		 -
Ask Size: -		 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: -65.14
Leverage: Yes

Calculated values

Fair value: 19.74
Intrinsic value: 22.63
Implied volatility: 0.03
Historic volatility: 0.10
Parity: 22.63
Time value: -16.53
Break-even: 41,390.00
Moneyness: 1.06
Premium: -0.04
Premium p.a.: -0.03
Spread abs.: 0.04
Spread %: 0.66%
Delta: -0.57
Theta: 1.81
Omega: -37.00
Rho: -319.17
 

Quote data

Open: 5.80
High: 6.20
Low: 5.80
Previous Close: 5.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.18%
1 Month  
+4.20%
3 Months
  -1.27%
YTD
  -30.34%
1 Year
  -30.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.20 5.23
1M High / 1M Low: 6.20 5.08
6M High / 6M Low: 6.65 5.08
High (YTD): 18/01/2024 9.16
Low (YTD): 17/07/2024 5.08
52W High: 13/10/2023 9.47
52W Low: 17/07/2024 5.08
Avg. price 1W:   5.58
Avg. volume 1W:   0.00
Avg. price 1M:   5.59
Avg. volume 1M:   0.00
Avg. price 6M:   6.06
Avg. volume 6M:   0.00
Avg. price 1Y:   7.58
Avg. volume 1Y:   0.00
Volatility 1M:   67.40%
Volatility 6M:   41.19%
Volatility 1Y:   39.72%
Volatility 3Y:   -