BNP Paribas Put 44000 DJI2MN 17.09.2027
/ DE000PC7UKG7
BNP Paribas Put 44000 DJI2MN 17.0.../ DE000PC7UKG7 /
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: |
|
- |