BNP Paribas Put 40000 DJI2MN 17.1.../  DE000PC4XYK1  /

EUWAX
1/10/2025  4:28:15 PM Chg.+0.11 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.01EUR +3.79% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 40,000.00 USD 12/17/2027 Put
 

Master data

WKN: PC4XYK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 40,000.00 USD
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -14.23
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -2.56
Time value: 2.91
Break-even: 35,937.59
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.69%
Delta: -0.27
Theta: -1.10
Omega: -3.90
Rho: -418.25
 

Quote data

Open: 2.88
High: 3.01
Low: 2.87
Previous Close: 2.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.79%
1 Month  
+18.04%
3 Months
  -3.22%
YTD  
+8.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.90 2.74
1M High / 1M Low: 2.98 2.55
6M High / 6M Low: 4.51 2.44
High (YTD): 1/2/2025 2.92
Low (YTD): 1/6/2025 2.74
52W High: - -
52W Low: - -
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.77
Avg. volume 1M:   0.00
Avg. price 6M:   3.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.88%
Volatility 6M:   45.65%
Volatility 1Y:   -
Volatility 3Y:   -