BNP Paribas Put 35000 DJI2MN 17.06.2027
/ DE000PC5JE66
BNP Paribas Put 35000 DJI2MN 17.0.../ DE000PC5JE66 /
| 2024-05-31 9:20:25 PM |
Chg.-0.070 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
-2.95% |
2.240
Bid Size: 27,000 |
2.260
Ask Size: 27,000 |
Dow Jones Industrial... |
35,000.00 USD |
2027-06-17 |
Put |
Master data
| WKN: |
PC5JE6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35,000.00 USD |
| Maturity: |
2027-06-17 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2027-06-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.09 |
| Parity: |
-3.40 |
| Time value: |
2.26 |
| Break-even: |
30,002.52 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
-0.23 |
| Theta: |
-0.82 |
| Omega: |
-3.60 |
| Rho: |
-316.50 |
Quote data
| Open: |
2.370 |
| High: |
2.370 |
| Low: |
2.300 |
| Previous Close: |
2.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.60% |
| 1 Month |
|
|
-7.26% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
2.210 |
| 1M High / 1M Low: |
2.480 |
2.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
