BNP Paribas Put 42000 DJI 17.06.2.../  DE000PC6ZS69  /

EUWAX
24/01/2025  17:27:08 Chg.-0.06 Bid22:00:11 Ask22:00:11 Underlying Strike price Expiration date Option type
2.37EUR -2.47% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 42,000.00 - 17/06/2027 Put
 

Master data

WKN: PC6ZS6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 42,000.00 -
Maturity: 17/06/2027
Issue date: 21/03/2024
Last trading day: 16/06/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -18.43
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.11
Parity: -2.42
Time value: 2.41
Break-even: 39,590.00
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.84%
Delta: -0.28
Theta: -1.20
Omega: -5.14
Rho: -354.19
 

Quote data

Open: 2.37
High: 2.40
Low: 2.37
Previous Close: 2.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.54%
1 Month
  -18.84%
3 Months
  -23.05%
YTD
  -15.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.60 2.37
1M High / 1M Low: 3.10 2.37
6M High / 6M Low: 4.69 2.37
High (YTD): 10/01/2025 3.10
Low (YTD): 24/01/2025 2.37
52W High: - -
52W Low: - -
Avg. price 1W:   2.48
Avg. volume 1W:   0.00
Avg. price 1M:   2.78
Avg. volume 1M:   0.00
Avg. price 6M:   3.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.00%
Volatility 6M:   54.35%
Volatility 1Y:   -
Volatility 3Y:   -