BNP Paribas Put 40000 DJI 17.12.2.../  DE000PC4XYK1  /

EUWAX
1/24/2025  5:28:39 PM Chg.-0.04 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
2.42EUR -1.63% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 40,000.00 - 12/17/2027 Put
 

Master data

WKN: PC4XYK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 40,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -18.06
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -4.42
Time value: 2.46
Break-even: 37,540.00
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.82%
Delta: -0.24
Theta: -1.19
Omega: -4.27
Rho: -374.78
 

Quote data

Open: 2.42
High: 2.43
Low: 2.42
Previous Close: 2.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -15.97%
3 Months
  -20.39%
YTD
  -12.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.62 2.42
1M High / 1M Low: 3.01 2.42
6M High / 6M Low: 4.51 2.42
High (YTD): 1/10/2025 3.01
Low (YTD): 1/24/2025 2.42
52W High: - -
52W Low: - -
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   3.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.86%
Volatility 6M:   45.76%
Volatility 1Y:   -
Volatility 3Y:   -