BNP Paribas Put 42000 DJI 20.06.2025
/ DE000PC5W6T4
BNP Paribas Put 42000 DJI 20.06.2.../ DE000PC5W6T4 /
9/6/2024 5:12:23 PM |
Chg.+0.20 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.32EUR |
+3.27% |
- Bid Size: - |
- Ask Size: - |
DOW JONES INDUSTRIAL... |
42,000.00 - |
6/20/2025 |
Put |
Master data
WKN: |
PC5W6T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42,000.00 - |
Maturity: |
6/20/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-62.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.72 |
Intrinsic value: |
16.55 |
Implied volatility: |
0.02 |
Historic volatility: |
0.11 |
Parity: |
16.55 |
Time value: |
-10.08 |
Break-even: |
41,353.00 |
Moneyness: |
1.04 |
Premium: |
-0.02 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.05 |
Spread %: |
0.78% |
Delta: |
-0.72 |
Theta: |
2.40 |
Omega: |
-45.09 |
Rho: |
-233.49 |
Quote data
Open: |
6.08 |
High: |
6.32 |
Low: |
6.06 |
Previous Close: |
6.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.75% |
1 Month |
|
|
-13.07% |
3 Months |
|
|
-15.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.32 |
5.46 |
1M High / 1M Low: |
7.27 |
5.46 |
6M High / 6M Low: |
8.17 |
5.46 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.21 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.82% |
Volatility 6M: |
|
45.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |