BNP Paribas Put 36000 DJI 17.09.2.../  DE000PC4XX33  /

EUWAX
24/01/2025  17:28:34 Chg.-0.02 Bid22:05:01 Ask22:05:01 Underlying Strike price Expiration date Option type
1.51EUR -1.31% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 36,000.00 - 17/09/2027 Put
 

Master data

WKN: PC4XX3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 36,000.00 -
Maturity: 17/09/2027
Issue date: 09/02/2024
Last trading day: 16/09/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -29.13
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -8.57
Time value: 1.53
Break-even: 34,470.00
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.32%
Delta: -0.16
Theta: -1.29
Omega: -4.63
Rho: -227.94
 

Quote data

Open: 1.51
High: 1.52
Low: 1.51
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.04%
1 Month
  -17.93%
3 Months
  -23.35%
YTD
  -14.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.66 1.53
1M High / 1M Low: 1.93 1.53
6M High / 6M Low: 3.06 1.53
High (YTD): 10/01/2025 1.93
Low (YTD): 23/01/2025 1.53
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.04
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.49%
Volatility 6M:   51.55%
Volatility 1Y:   -
Volatility 3Y:   -