BNP Paribas Put 36000 DJI 17.12.2.../  DE000PC4XYF1  /

Frankfurt Zert./BNP
1/24/2025  9:17:07 PM Chg.+0.010 Bid9:55:31 PM Ask9:55:31 PM Underlying Strike price Expiration date Option type
1.720EUR +0.58% 1.720
Bid Size: 28,000
1.740
Ask Size: 28,000
DOW JONES INDUSTRIAL... 36,000.00 - 12/17/2027 Put
 

Master data

WKN: PC4XYF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 36,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -25.53
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.11
Parity: -8.42
Time value: 1.74
Break-even: 34,260.00
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.16%
Delta: -0.17
Theta: -1.25
Omega: -4.25
Rho: -264.11
 

Quote data

Open: 1.710
High: 1.720
Low: 1.700
Previous Close: 1.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.99%
1 Month
  -14.43%
3 Months
  -22.52%
YTD
  -12.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.850 1.710
1M High / 1M Low: 2.150 1.710
6M High / 6M Low: 3.320 1.710
High (YTD): 1/10/2025 2.150
Low (YTD): 1/23/2025 1.710
52W High: - -
52W Low: - -
Avg. price 1W:   1.762
Avg. volume 1W:   0.000
Avg. price 1M:   1.945
Avg. volume 1M:   0.000
Avg. price 6M:   2.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.67%
Volatility 6M:   45.43%
Volatility 1Y:   -
Volatility 3Y:   -