BNP Paribas Put 46000 DJI2MN 17.06.2027
/ DE000PC7UJ98
BNP Paribas Put 46000 DJI2MN 17.0.../ DE000PC7UJ98 /
11/06/2024 17:20:24 |
Chg.+0.04 |
Bid17:53:03 |
Ask17:53:03 |
Underlying |
Strike price |
Expiration date |
Option type |
5.82EUR |
+0.69% |
5.82 Bid Size: 21,000 |
5.84 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: |
-6.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.53 |
Intrinsic value: |
6.63 |
Implied volatility: |
0.18 |
Historic volatility: |
0.09 |
Parity: |
6.63 |
Time value: |
-0.93 |
Break-even: |
37,037.42 |
Moneyness: |
1.18 |
Premium: |
-0.03 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.35% |
Delta: |
-0.51 |
Theta: |
0.43 |
Omega: |
-3.25 |
Rho: |
-730.68 |
Quote data
Open: |
5.68 |
High: |
5.87 |
Low: |
5.68 |
Previous Close: |
5.78 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.17% |
1 Month |
|
|
+5.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.81 |
5.65 |
1M High / 1M Low: |
5.96 |
5.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |