BNP Paribas Put 32000 DJI2MN 17.0.../  DE000PC4XXZ1  /

EUWAX
1/9/2025  3:14:10 PM Chg.- Bid8:17:51 AM Ask8:17:51 AM Underlying Strike price Expiration date Option type
1.25EUR - 1.24
Bid Size: 36,000
1.26
Ask Size: 36,000
Dow Jones Industrial... 32,000.00 USD 9/17/2027 Put
 

Master data

WKN: PC4XXZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 32,000.00 USD
Maturity: 9/17/2027
Issue date: 2/9/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -32.81
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -10.31
Time value: 1.26
Break-even: 29,767.75
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.61%
Delta: -0.13
Theta: -1.22
Omega: -4.27
Rho: -178.31
 

Quote data

Open: 1.25
High: 1.25
Low: 1.24
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.64%
3 Months
  -10.07%
YTD  
+3.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 1.17
1M High / 1M Low: 1.32 1.10
6M High / 6M Low: 2.14 1.05
High (YTD): 1/2/2025 1.26
Low (YTD): 1/6/2025 1.17
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.57%
Volatility 6M:   52.06%
Volatility 1Y:   -
Volatility 3Y:   -