BNP Paribas Put 30000 DJI 17.09.2.../  DE000PC7UKE2  /

Frankfurt Zert./BNP
1/24/2025  9:17:06 PM Chg.+0.010 Bid1/24/2025 Ask1/24/2025 Underlying Strike price Expiration date Option type
0.840EUR +1.20% 0.840
Bid Size: 46,000
0.860
Ask Size: 46,000
DOW JONES INDUSTRIAL... 30,000.00 - 9/17/2027 Put
 

Master data

WKN: PC7UKE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 30,000.00 -
Maturity: 9/17/2027
Issue date: 4/8/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: -52.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.11
Parity: -14.57
Time value: 0.85
Break-even: 29,150.00
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.41%
Delta: -0.09
Theta: -1.11
Omega: -4.52
Rho: -124.22
 

Quote data

Open: 0.830
High: 0.840
Low: 0.830
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -16.83%
3 Months
  -25.00%
YTD
  -15.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.830
1M High / 1M Low: 1.080 0.830
6M High / 6M Low: 1.780 0.830
High (YTD): 1/10/2025 1.080
Low (YTD): 1/23/2025 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   0.964
Avg. volume 1M:   0.000
Avg. price 6M:   1.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.64%
Volatility 6M:   51.96%
Volatility 1Y:   -
Volatility 3Y:   -