BNP Paribas Put 39000 DJI2MN 17.0.../  DE000PC4XX74  /

Frankfurt Zert./BNP
1/9/2025  3:17:08 PM Chg.0.000 Bid3:25:27 PM Ask3:25:27 PM Underlying Strike price Expiration date Option type
2.430EUR 0.00% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 39,000.00 USD 9/17/2027 Put
 

Master data

WKN: PC4XX7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 39,000.00 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: -17.01
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -3.52
Time value: 2.43
Break-even: 35,385.06
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.83%
Delta: -0.25
Theta: -1.20
Omega: -4.28
Rho: -345.11
 

Quote data

Open: 2.430
High: 2.440
Low: 2.410
Previous Close: 2.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.80%
1 Month  
+15.71%
3 Months
  -6.90%
YTD  
+4.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.500 2.380
1M High / 1M Low: 2.520 2.100
6M High / 6M Low: 3.930 2.020
High (YTD): 1/2/2025 2.500
Low (YTD): 1/6/2025 2.380
52W High: - -
52W Low: - -
Avg. price 1W:   2.422
Avg. volume 1W:   0.000
Avg. price 1M:   2.318
Avg. volume 1M:   0.000
Avg. price 6M:   2.737
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.76%
Volatility 6M:   47.17%
Volatility 1Y:   -
Volatility 3Y:   -