BNP Paribas Put 46000 DJI2MN 17.06.2027
/ DE000PC7UJ98
BNP Paribas Put 46000 DJI2MN 17.0.../ DE000PC7UJ98 /
| 10/06/2024 21:20:21 |
Chg.+0.010 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.690EUR |
+0.18% |
5.680
Bid Size: 21,000 |
5.700
Ask Size: 21,000 |
Dow Jones Industrial... |
46,000.00 USD |
17/06/2027 |
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: |
17/06/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
16/06/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
6.68 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
6.68 |
| Time value: |
-0.95 |
| Break-even: |
36,946.36 |
| Moneyness: |
1.19 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
-0.51 |
| Theta: |
0.44 |
| Omega: |
-3.23 |
| Rho: |
-731.95 |
Quote data
| Open: |
5.750 |
| High: |
5.790 |
| Low: |
5.690 |
| Previous Close: |
5.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.73% |
| 1 Month |
|
|
+4.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.790 |
5.680 |
| 1M High / 1M Low: |
5.950 |
5.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
