BNP Paribas Put 32000 DJI 17.12.2.../  DE000PC4XYB0  /

Frankfurt Zert./BNP
1/24/2025  9:17:07 PM Chg.+0.010 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
1.190EUR +0.85% 1.190
Bid Size: 36,000
1.210
Ask Size: 36,000
DOW JONES INDUSTRIAL... 32,000.00 - 12/17/2027 Put
 

Master data

WKN: PC4XYB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 32,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -36.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -12.42
Time value: 1.21
Break-even: 30,790.00
Moneyness: 0.72
Premium: 0.31
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.68%
Delta: -0.11
Theta: -1.18
Omega: -4.19
Rho: -181.66
 

Quote data

Open: 1.180
High: 1.190
Low: 1.170
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.46%
1 Month
  -15.00%
3 Months
  -23.23%
YTD
  -13.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.280 1.180
1M High / 1M Low: 1.490 1.180
6M High / 6M Low: 2.370 1.180
High (YTD): 1/10/2025 1.490
Low (YTD): 1/23/2025 1.180
52W High: - -
52W Low: - -
Avg. price 1W:   1.216
Avg. volume 1W:   0.000
Avg. price 1M:   1.344
Avg. volume 1M:   0.000
Avg. price 6M:   1.582
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.42%
Volatility 6M:   45.70%
Volatility 1Y:   -
Volatility 3Y:   -