BNP Paribas Put 45000 DJI2MN 17.0.../  DE000PC7UJ80  /

EUWAX
2024-05-17  5:11:36 PM Chg.+0.03 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
4.90EUR +0.62% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 45,000.00 USD 2027-06-17 Put
 

Master data

WKN: PC7UJ8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 45,000.00 USD
Maturity: 2027-06-17
Issue date: 2024-04-08
Last trading day: 2027-06-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -7.57
Leverage: Yes

Calculated values

Fair value: 2.28
Intrinsic value: 4.60
Implied volatility: 0.19
Historic volatility: 0.09
Parity: 4.60
Time value: 0.26
Break-even: 36,543.11
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.41%
Delta: -0.43
Theta: 0.04
Omega: -3.29
Rho: -642.19
 

Quote data

Open: 4.92
High: 4.93
Low: 4.90
Previous Close: 4.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.73%
1 Month
  -16.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.09 4.87
1M High / 1M Low: 5.85 4.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.97
Avg. volume 1W:   0.00
Avg. price 1M:   5.40
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -