BNP Paribas Put 49000 DJI2MN 17.12.2027
/ DE000PG7F497
BNP Paribas Put 49000 DJI2MN 17.1.../ DE000PG7F497 /
| 09/01/2025 15:21:25 |
Chg.-0.01 |
Bid15:30:01 |
Ask15:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
-0.17% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
49,000.00 USD |
17/12/2027 |
Put |
Master data
| WKN: |
PG7F49 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
49,000.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
04/09/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
6.17 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.11 |
| Parity: |
6.17 |
| Time value: |
-0.29 |
| Break-even: |
41,631.23 |
| Moneyness: |
1.15 |
| Premium: |
-0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.53 |
| Theta: |
0.07 |
| Omega: |
-3.71 |
| Rho: |
-813.12 |
Quote data
| Open: |
5.89 |
| High: |
5.91 |
| Low: |
5.88 |
| Previous Close: |
5.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.01% |
| 1 Month |
|
|
+15.43% |
| 3 Months |
|
|
-4.68% |
| YTD |
|
|
+4.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.97 |
5.62 |
| 1M High / 1M Low: |
5.97 |
5.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
5.97 |
| Low (YTD): |
06/01/2025 |
5.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |