BNP Paribas Put 45000 DJI2MN 19.03.2027
/ DE000PC7UJZ9
BNP Paribas Put 45000 DJI2MN 19.0.../ DE000PC7UJZ9 /
| 6/10/2024 9:20:20 PM |
Chg.+0.010 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.040EUR |
+0.20% |
5.040
Bid Size: 21,000 |
5.060
Ask Size: 21,000 |
Dow Jones Industrial... |
45,000.00 USD |
3/19/2027 |
Put |
Master data
| WKN: |
PC7UJZ |
| 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: |
3/19/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/18/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
5.75 |
| Time value: |
-0.66 |
| Break-even: |
36,658.62 |
| Moneyness: |
1.16 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
-0.51 |
| Theta: |
0.33 |
| Omega: |
-3.59 |
| Rho: |
-647.28 |
Quote data
| Open: |
5.100 |
| High: |
5.140 |
| Low: |
5.040 |
| Previous Close: |
5.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.56% |
| 1 Month |
|
|
+4.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.120 |
5.030 |
| 1M High / 1M Low: |
5.320 |
4.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
