BNP Paribas Put 37000 DJI2MN 17.0.../  DE000PC4XX41  /

EUWAX
1/9/2025  3:14:08 PM Chg.0.00 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.03EUR 0.00% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 37,000.00 USD 9/17/2027 Put
 

Master data

WKN: PC4XX4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 37,000.00 USD
Maturity: 9/17/2027
Issue date: 2/9/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -20.36
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -5.46
Time value: 2.03
Break-even: 33,845.83
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.00%
Delta: -0.21
Theta: -1.26
Omega: -4.29
Rho: -288.48
 

Quote data

Open: 2.03
High: 2.03
Low: 2.01
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.49%
1 Month  
+16.67%
3 Months
  -8.97%
YTD  
+4.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.04 1.91
1M High / 1M Low: 2.11 1.74
6M High / 6M Low: 3.32 1.68
High (YTD): 1/2/2025 2.04
Low (YTD): 1/6/2025 1.91
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   2.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.47%
Volatility 6M:   50.22%
Volatility 1Y:   -
Volatility 3Y:   -