BNP Paribas Put 40000 DJI2MN 17.12.2027
/ DE000PC4XYK1
BNP Paribas Put 40000 DJI2MN 17.1.../ DE000PC4XYK1 /
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: |
|
- |