BNP Paribas Put 45000 DJI2MN 17.06.2027
/ DE000PC7UJ80
BNP Paribas Put 45000 DJI2MN 17.0.../ DE000PC7UJ80 /
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: |
|
- |