BNP Paribas Put 45000 DJI2MN 17.06.2027
/ DE000PC7UJ80
BNP Paribas Put 45000 DJI2MN 17.0.../ DE000PC7UJ80 /
| 6/11/2024 3:21:02 PM |
Chg.+0.090 |
Bid3:25:02 PM |
Ask3:25:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.350EUR |
+1.71% |
5.360
Bid Size: 21,000 |
5.380
Ask Size: 21,000 |
Dow Jones Industrial... |
45,000.00 USD |
6/17/2027 |
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: |
6/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
6/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
5.70 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
5.70 |
| Time value: |
-0.43 |
| Break-even: |
36,538.35 |
| Moneyness: |
1.16 |
| Premium: |
-0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
-0.48 |
| Theta: |
0.23 |
| Omega: |
-3.31 |
| Rho: |
-684.49 |
Quote data
| Open: |
5.250 |
| High: |
5.350 |
| Low: |
5.250 |
| Previous Close: |
5.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.19% |
| 1 Month |
|
|
+5.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.340 |
5.250 |
| 1M High / 1M Low: |
5.510 |
4.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
