BNP Paribas Put 37000 DJI 17.12.2.../  DE000PC4XYG9  /

EUWAX
1/24/2025  5:28:39 PM Chg.-0.03 Bid8:55:02 PM Ask8:55:02 PM Underlying Strike price Expiration date Option type
1.86EUR -1.59% 1.88
Bid Size: 27,000
1.90
Ask Size: 27,000
DOW JONES INDUSTRIAL... 37,000.00 - 12/17/2027 Put
 

Master data

WKN: PC4XYG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -23.58
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -7.57
Time value: 1.89
Break-even: 35,110.00
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.07%
Delta: -0.18
Theta: -1.25
Omega: -4.24
Rho: -286.90
 

Quote data

Open: 1.86
High: 1.87
Low: 1.86
Previous Close: 1.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -16.59%
3 Months
  -21.85%
YTD
  -13.49%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.04 1.89
1M High / 1M Low: 2.33 1.89
6M High / 6M Low: 3.58 1.89
High (YTD): 1/10/2025 2.33
Low (YTD): 1/23/2025 1.89
52W High: - -
52W Low: - -
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   2.46
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.85%
Volatility 6M:   46.78%
Volatility 1Y:   -
Volatility 3Y:   -