BNP Paribas Put 43000 DJI 17.09.2.../  DE000PC7UKF9  /

Frankfurt Zert./BNP
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:   -