BNP Paribas Put 37600 DJI 19.12.2.../  DE000PC1FBW7  /

Frankfurt Zert./BNP
23/01/2025  14:17:07 Chg.0.000 Bid14:22:15 Ask14:22:15 Underlying Strike price Expiration date Option type
0.610EUR 0.00% 0.610
Bid Size: 55,000
0.630
Ask Size: 55,000
DOW JONES INDUSTRIAL... 37,600.00 - 19/12/2025 Put
 

Master data

WKN: PC1FBW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,600.00 -
Maturity: 19/12/2025
Issue date: 08/12/2023
Last trading day: 18/12/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -68.99
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -6.56
Time value: 0.64
Break-even: 36,960.00
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.23%
Delta: -0.14
Theta: -2.27
Omega: -9.61
Rho: -61.41
 

Quote data

Open: 0.620
High: 0.620
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.78%
1 Month
  -32.97%
3 Months
  -35.79%
YTD
  -26.51%
1 Year
  -69.04%
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.610
1M High / 1M Low: 1.010 0.610
6M High / 6M Low: 1.930 0.610
High (YTD): 10/01/2025 1.010
Low (YTD): 22/01/2025 0.610
52W High: 15/04/2024 2.120
52W Low: 22/01/2025 0.610
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.835
Avg. volume 1M:   0.000
Avg. price 6M:   1.014
Avg. volume 6M:   0.000
Avg. price 1Y:   1.330
Avg. volume 1Y:   0.000
Volatility 1M:   99.71%
Volatility 6M:   96.36%
Volatility 1Y:   83.62%
Volatility 3Y:   -