BNP Paribas Put 37000 DJI 17.09.2.../  DE000PC4XX41  /

EUWAX
24/01/2025  17:28:34 Chg.-0.03 Bid22:00:11 Ask22:00:11 Underlying Strike price Expiration date Option type
1.66EUR -1.78% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 37,000.00 - 17/09/2027 Put
 

Master data

WKN: PC4XX4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,000.00 -
Maturity: 17/09/2027
Issue date: 09/02/2024
Last trading day: 16/09/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -26.53
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -7.57
Time value: 1.68
Break-even: 35,320.00
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.20%
Delta: -0.17
Theta: -1.29
Omega: -4.64
Rho: -250.77
 

Quote data

Open: 1.66
High: 1.67
Low: 1.66
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.79%
1 Month
  -17.82%
3 Months
  -22.07%
YTD
  -14.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.80 1.66
1M High / 1M Low: 2.12 1.66
6M High / 6M Low: 3.32 1.66
High (YTD): 10/01/2025 2.12
Low (YTD): 24/01/2025 1.66
52W High: - -
52W Low: - -
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.44%
Volatility 6M:   50.42%
Volatility 1Y:   -
Volatility 3Y:   -