BNP Paribas Put 37000 DJI 19.12.2.../  DE000PC1FBS5  /

Frankfurt Zert./BNP
1/23/2025  5:17:07 PM Chg.-0.010 Bid5:44:24 PM Ask5:44:24 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% 0.570
Bid Size: 58,000
0.590
Ask Size: 58,000
DOW JONES INDUSTRIAL... 37,000.00 - 12/19/2025 Put
 

Master data

WKN: PC1FBS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,000.00 -
Maturity: 12/19/2025
Issue date: 12/8/2023
Last trading day: 12/18/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -72.39
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -7.16
Time value: 0.61
Break-even: 36,390.00
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.39%
Delta: -0.13
Theta: -2.28
Omega: -9.36
Rho: -57.13
 

Quote data

Open: 0.600
High: 0.600
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.55%
1 Month
  -29.27%
3 Months
  -30.12%
YTD
  -22.67%
1 Year
  -68.13%
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.590
1M High / 1M Low: 0.900 0.590
6M High / 6M Low: 1.710 0.560
High (YTD): 1/10/2025 0.900
Low (YTD): 1/22/2025 0.590
52W High: 4/15/2024 1.940
52W Low: 12/4/2024 0.560
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.894
Avg. volume 6M:   0.000
Avg. price 1Y:   1.195
Avg. volume 1Y:   0.000
Volatility 1M:   98.03%
Volatility 6M:   97.64%
Volatility 1Y:   84.79%
Volatility 3Y:   -