BNP Paribas Put 47000 DJI2MN 17.0.../  DE000PC7UKK9  /

Frankfurt Zert./BNP
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:   -