BNP Paribas Put 44000 DJI2MN 17.0.../  DE000PC7UKG7  /

EUWAX
09/01/2025  15:12:10 Chg.- Bid08:19:17 Ask08:19:17 Underlying Strike price Expiration date Option type
3.79EUR - 3.77
Bid Size: 20,000
3.79
Ask Size: 20,000
Dow Jones Industrial... 44,000.00 USD 17/09/2027 Put
 

Master data

WKN: PC7UKG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 44,000.00 USD
Maturity: 17/09/2027
Issue date: 08/04/2024
Last trading day: 16/09/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -10.94
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.32
Implied volatility: 0.18
Historic volatility: 0.11
Parity: 1.32
Time value: 2.46
Break-even: 38,883.15
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.53%
Delta: -0.38
Theta: -0.79
Omega: -4.18
Rho: -526.29
 

Quote data

Open: 3.81
High: 3.81
Low: 3.76
Previous Close: 3.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.26%
1 Month  
+16.26%
3 Months
  -4.77%
YTD  
+4.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.85 3.57
1M High / 1M Low: 3.87 3.26
6M High / 6M Low: 5.77 3.11
High (YTD): 08/01/2025 3.85
Low (YTD): 06/01/2025 3.57
52W High: - -
52W Low: - -
Avg. price 1W:   3.73
Avg. volume 1W:   0.00
Avg. price 1M:   3.60
Avg. volume 1M:   0.00
Avg. price 6M:   4.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.41%
Volatility 6M:   48.76%
Volatility 1Y:   -
Volatility 3Y:   -