BNP Paribas Put 37000 DJI 17.12.2027
/ DE000PC4XYG9
BNP Paribas Put 37000 DJI 17.12.2.../ DE000PC4XYG9 /
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: |
|
- |