BNP Paribas Put 47000 DJI2MN 19.03.2027
/ DE000PC7UJ15
BNP Paribas Put 47000 DJI2MN 19.0.../ DE000PC7UJ15 /
| 2024-06-11 3:20:59 PM |
Chg.+0.110 |
Bid3:59:22 PM |
Ask3:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.080EUR |
+1.84% |
6.200
Bid Size: 22,000 |
6.220
Ask Size: 22,000 |
Dow Jones Industrial... |
47,000.00 USD |
2027-03-19 |
Put |
Master data
| WKN: |
PC7UJ1 |
| 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: |
2027-03-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-03-18 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
7.56 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.09 |
| Parity: |
7.56 |
| Time value: |
-1.58 |
| Break-even: |
37,686.50 |
| Moneyness: |
1.21 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.57 |
| Theta: |
0.77 |
| Omega: |
-3.46 |
| Rho: |
-739.29 |
Quote data
| Open: |
5.960 |
| High: |
6.080 |
| Low: |
5.960 |
| Previous Close: |
5.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.33% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.060 |
5.950 |
| 1M High / 1M Low: |
6.270 |
5.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
