BNP Paribas Put 47000 DJI2MN 17.09.2027
/ DE000PC7UKK9
BNP Paribas Put 47000 DJI2MN 17.0.../ DE000PC7UKK9 /
1/9/2025 3:17:08 PM |
Chg.+0.010 |
Bid3:25:49 PM |
Ask3:25:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.870EUR |
+0.21% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
47,000.00 USD |
9/17/2027 |
Put |
Master data
WKN: |
PC7UKK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
47,000.00 USD |
Maturity: |
9/17/2027 |
Issue date: |
4/8/2024 |
Last trading day: |
9/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-8.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.41 |
Intrinsic value: |
4.23 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
4.23 |
Time value: |
0.61 |
Break-even: |
40,732.00 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.41% |
Delta: |
-0.48 |
Theta: |
-0.30 |
Omega: |
-4.09 |
Rho: |
-662.68 |
Quote data
Open: |
4.860 |
High: |
4.880 |
Low: |
4.820 |
Previous Close: |
4.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.21% |
1 Month |
|
|
+16.79% |
3 Months |
|
|
-3.18% |
YTD |
|
|
+4.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.980 |
4.760 |
1M High / 1M Low: |
4.980 |
4.170 |
6M High / 6M Low: |
7.180 |
3.970 |
High (YTD): |
1/2/2025 |
4.980 |
Low (YTD): |
1/6/2025 |
4.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.604 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.251 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.41% |
Volatility 6M: |
|
44.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |