BNP Paribas Put 47000 DJI2MN 19.03.2027
/ DE000PC7UJ15
BNP Paribas Put 47000 DJI2MN 19.0.../ DE000PC7UJ15 /
| 20/09/2024 21:20:12 |
Chg.+0.020 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.890EUR |
+0.41% |
4.880
Bid Size: 22,000 |
4.900
Ask Size: 22,000 |
Dow Jones Industrial... |
47,000.00 USD |
19/03/2027 |
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: |
19/03/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
18/03/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
4.42 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
4.42 |
| Time value: |
0.48 |
| Break-even: |
37,202.43 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
-0.48 |
| Theta: |
-0.25 |
| Omega: |
-3.68 |
| Rho: |
-571.56 |
Quote data
| Open: |
4.880 |
| High: |
4.910 |
| Low: |
4.840 |
| Previous Close: |
4.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.86% |
| 1 Month |
|
|
-7.39% |
| 3 Months |
|
|
-17.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.140 |
4.870 |
| 1M High / 1M Low: |
5.750 |
4.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
