BNP Paribas Put 41000 DJI2MN 17.06.2027
/ DE000PC5JFC3
BNP Paribas Put 41000 DJI2MN 17.0.../ DE000PC5JFC3 /
| 2024-05-31 9:20:15 PM |
Chg.-0.090 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
-2.26% |
3.800
Bid Size: 22,000 |
3.820
Ask Size: 22,000 |
Dow Jones Industrial... |
41,000.00 USD |
2027-06-17 |
Put |
Master data
| WKN: |
PC5JFC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,000.00 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: |
-9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.09 |
| Parity: |
2.13 |
| Time value: |
1.69 |
| Break-even: |
33,973.24 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
-0.37 |
| Theta: |
-0.34 |
| Omega: |
-3.44 |
| Rho: |
-516.65 |
Quote data
| Open: |
4.000 |
| High: |
4.000 |
| Low: |
3.900 |
| Previous Close: |
3.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.56% |
| 1 Month |
|
|
-5.34% |
| 3 Months |
|
|
-4.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.990 |
3.730 |
| 1M High / 1M Low: |
4.120 |
3.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
