BNP Paribas Put 43000 DJI 17.09.2027
/ DE000PC7UKF9
BNP Paribas Put 43000 DJI 17.09.2.../ DE000PC7UKF9 /
1/24/2025 9:17:07 PM |
Chg.+0.010 |
Bid9:55:45 PM |
Ask9:55:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.890EUR |
+0.35% |
2.890 Bid Size: 21,000 |
2.910 Ask Size: 21,000 |
DOW JONES INDUSTRIAL... |
43,000.00 - |
9/17/2027 |
Put |
Master data
WKN: |
PC7UKF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
43,000.00 - |
Maturity: |
9/17/2027 |
Issue date: |
4/8/2024 |
Last trading day: |
9/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-15.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.11 |
Parity: |
-1.57 |
Time value: |
2.89 |
Break-even: |
40,110.00 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.70% |
Delta: |
-0.30 |
Theta: |
-1.08 |
Omega: |
-4.64 |
Rho: |
-431.16 |
Quote data
Open: |
2.870 |
High: |
2.890 |
Low: |
2.850 |
Previous Close: |
2.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.12% |
1 Month |
|
|
-14.50% |
3 Months |
|
|
-20.39% |
YTD |
|
|
-13.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.180 |
2.880 |
1M High / 1M Low: |
3.660 |
2.880 |
6M High / 6M Low: |
5.370 |
2.850 |
High (YTD): |
1/10/2025 |
3.660 |
Low (YTD): |
1/23/2025 |
2.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.726 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.58% |
Volatility 6M: |
|
46.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |