BNP Paribas Put 37500 DJI 19.12.2.../  DE000PC1FBV9  /

Frankfurt Zert./BNP
1/22/2025  9:17:09 PM Chg.-0.040 Bid9:26:06 PM Ask9:26:06 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 37,500.00 - 12/19/2025 Put
 

Master data

WKN: PC1FBV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 37,500.00 -
Maturity: 12/19/2025
Issue date: 12/8/2023
Last trading day: 12/18/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -66.71
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -6.53
Time value: 0.66
Break-even: 36,840.00
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.13%
Delta: -0.14
Theta: -2.31
Omega: -9.45
Rho: -62.53
 

Quote data

Open: 0.640
High: 0.640
Low: 0.610
Previous Close: 0.650
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -19.74%
1 Month
  -32.22%
3 Months
  -35.11%
YTD
  -25.61%
1 Year
  -69.19%
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.610
1M High / 1M Low: 0.990 0.610
6M High / 6M Low: 1.900 0.610
High (YTD): 1/10/2025 0.990
Low (YTD): 1/22/2025 0.610
52W High: 4/15/2024 2.090
52W Low: 1/22/2025 0.610
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.823
Avg. volume 1M:   0.000
Avg. price 6M:   1.000
Avg. volume 6M:   0.000
Avg. price 1Y:   1.315
Avg. volume 1Y:   0.000
Volatility 1M:   96.09%
Volatility 6M:   96.50%
Volatility 1Y:   83.94%
Volatility 3Y:   -