BNP Paribas Put 46000 DJI2MN 17.0.../  DE000PC7UJ98  /

EUWAX
2024-05-17  5:11:36 PM Chg.+0.03 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
5.29EUR +0.57% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 46,000.00 USD 2027-06-17 Put
 

Master data

WKN: PC7UJ9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 46,000.00 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: -7.02
Leverage: Yes

Calculated values

Fair value: 2.73
Intrinsic value: 5.52
Implied volatility: 0.19
Historic volatility: 0.09
Parity: 5.52
Time value: -0.28
Break-even: 37,083.17
Moneyness: 1.15
Premium: -0.01
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.38%
Delta: -0.46
Theta: 0.21
Omega: -3.24
Rho: -685.59
 

Quote data

Open: 5.32
High: 5.33
Low: 5.29
Previous Close: 5.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.82%
1 Month
  -15.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.50 5.26
1M High / 1M Low: 6.29 5.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.37
Avg. volume 1W:   0.00
Avg. price 1M:   5.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -