BNP Paribas Put 42000 DJI2MN 17.09.2027
/ DE000PC6ZS77
BNP Paribas Put 42000 DJI2MN 17.0.../ DE000PC6ZS77 /
| 1/9/2025 3:12:45 PM |
Chg.- |
Bid8:14:03 AM |
Ask8:14:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
- |
3.13
Bid Size: 21,000 |
3.15
Ask Size: 21,000 |
Dow Jones Industrial... |
42,000.00 USD |
9/17/2027 |
Put |
Master data
| WKN: |
PC6ZS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42,000.00 USD |
| Maturity: |
9/17/2027 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
-0.62 |
| Time value: |
3.13 |
| Break-even: |
37,593.92 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
-0.32 |
| Theta: |
-0.99 |
| Omega: |
-4.29 |
| Rho: |
-444.97 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.12 |
| Previous Close: |
3.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.32% |
| 1 Month |
|
|
+15.87% |
| 3 Months |
|
|
+1.62% |
| YTD |
|
|
+4.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.96 |
| 1M High / 1M Low: |
3.23 |
2.71 |
| 6M High / 6M Low: |
4.63 |
2.41 |
| High (YTD): |
1/8/2025 |
3.19 |
| Low (YTD): |
1/6/2025 |
2.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.48% |
| Volatility 6M: |
|
53.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |