BNP Paribas Put 36000 DJI 17.09.2027
/ DE000PC4XX33
BNP Paribas Put 36000 DJI 17.09.2.../ DE000PC4XX33 /
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: |
|
- |