BNP Paribas Put 47000 DJI2MN 18.0.../  DE000PC7UJK1  /

EUWAX
20/09/2024  17:21:05 Chg.-0.01 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
4.47EUR -0.22% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 47,000.00 USD 18/09/2026 Put
 

Master data

WKN: PC7UJK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 47,000.00 USD
Maturity: 18/09/2026
Issue date: 08/04/2024
Last trading day: 17/09/2026
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -8.49
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 4.42
Implied volatility: 0.16
Historic volatility: 0.09
Parity: 4.42
Time value: 0.02
Break-even: 37,662.43
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.45%
Delta: -0.53
Theta: -0.12
Omega: -4.49
Rho: -485.23
 

Quote data

Open: 4.43
High: 4.47
Low: 4.40
Previous Close: 4.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.29%
1 Month
  -8.02%
3 Months
  -20.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.72 4.47
1M High / 1M Low: 5.58 4.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.58
Avg. volume 1W:   0.00
Avg. price 1M:   4.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -