BNP Paribas Put 45000 DJI2MN 17.06.2027
/ DE000PC7UJ80
BNP Paribas Put 45000 DJI2MN 17.0.../ DE000PC7UJ80 /
10/06/2024 17:17:47 |
Chg.+0.13 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
5.35EUR |
+2.49% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
45,000.00 USD |
17/06/2027 |
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: |
17/06/2027 |
Issue date: |
08/04/2024 |
Last trading day: |
16/06/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-6.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.01 |
Intrinsic value: |
5.75 |
Implied volatility: |
0.18 |
Historic volatility: |
0.09 |
Parity: |
5.75 |
Time value: |
-0.44 |
Break-even: |
36,438.62 |
Moneyness: |
1.16 |
Premium: |
-0.01 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
-0.48 |
Theta: |
0.24 |
Omega: |
-3.28 |
Rho: |
-685.92 |
Quote data
Open: |
5.33 |
High: |
5.35 |
Low: |
5.31 |
Previous Close: |
5.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.37% |
1 Month |
|
|
+5.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.37 |
5.22 |
1M High / 1M Low: |
5.52 |
4.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
31.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |