BNP Paribas Put 51000 DJI2MN 17.12.2027
/ DE000PG90R23
BNP Paribas Put 51000 DJI2MN 17.1.../ DE000PG90R23 /
| 1/9/2025 3:22:17 PM |
Chg.-0.02 |
Bid3:30:01 PM |
Ask3:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.84EUR |
-0.29% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
51,000.00 USD |
12/17/2027 |
Put |
Master data
| WKN: |
PG90R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
51,000.00 USD |
| Maturity: |
12/17/2027 |
| Issue date: |
10/23/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
8.11 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
8.11 |
| Time value: |
-1.32 |
| Break-even: |
42,660.47 |
| Moneyness: |
1.20 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
-0.60 |
| Theta: |
0.55 |
| Omega: |
-3.64 |
| Rho: |
-925.17 |
Quote data
| Open: |
6.85 |
| High: |
6.85 |
| Low: |
6.79 |
| Previous Close: |
6.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.30% |
| 1 Month |
|
|
+15.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+4.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.93 |
6.51 |
| 1M High / 1M Low: |
6.93 |
5.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
6.93 |
| Low (YTD): |
1/6/2025 |
6.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |