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BNP Paribas Put 41000 DJI 17.12.2.../  DE000PC4XYL9  /

Frankfurt Zert./BNP
1/23/2025  9:17:10 PM Chg.-0.050 Bid9:56:23 PM Ask9:56:23 PM Underlying Strike price Expiration date Option type
2.650EUR -1.85% 2.640
Bid Size: 22,000		 2.660
Ask Size: 22,000		 DOW JONES INDUSTRIAL... 41,000.00 - 12/17/2027 Put
 

Master data

WKN: PC4XYL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 41,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -16.17
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -3.16
Time value: 2.73
Break-even: 38,270.00
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.74%
Delta: -0.26
Theta: -1.13
Omega: -4.24
Rho: -414.66
 

Quote data

Open: 2.720
High: 2.720
Low: 2.640
Previous Close: 2.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.07%
1 Month
  -13.96%
3 Months
  -19.45%
YTD
  -12.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.980 2.700
1M High / 1M Low: 3.300 2.700
6M High / 6M Low: 4.860 2.650
High (YTD): 1/10/2025 3.300
Low (YTD): 1/22/2025 2.700
52W High: - -
52W Low: - -
Avg. price 1W:   2.842
Avg. volume 1W:   0.000
Avg. price 1M:   3.039
Avg. volume 1M:   0.000
Avg. price 6M:   3.421
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.50%
Volatility 6M:   43.72%
Volatility 1Y:   -
Volatility 3Y:   -