BNP Paribas Call 35000 DJI2MN 17.06.2027
/ DE000PC7UC04
BNP Paribas Call 35000 DJI2MN 17..../ DE000PC7UC04 /
2024-05-31 9:20:16 PM |
Chg.+0.120 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.200EUR |
+1.49% |
8.410 Bid Size: 27,000 |
8.430 Ask Size: 27,000 |
Dow Jones Industrial... |
35,000.00 USD |
2027-06-17 |
Call |
Master data
WKN: |
PC7UC0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35,000.00 USD |
Maturity: |
2027-06-17 |
Issue date: |
2024-04-08 |
Last trading day: |
2027-06-16 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.08 |
Intrinsic value: |
3.40 |
Implied volatility: |
0.18 |
Historic volatility: |
0.09 |
Parity: |
3.40 |
Time value: |
5.01 |
Break-even: |
40,672.52 |
Moneyness: |
1.11 |
Premium: |
0.14 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.24% |
Delta: |
0.80 |
Theta: |
-3.51 |
Omega: |
3.38 |
Rho: |
608.68 |
Quote data
Open: |
8.080 |
High: |
8.200 |
Low: |
8.020 |
Previous Close: |
8.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.96% |
1 Month |
|
|
-1.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.690 |
8.080 |
1M High / 1M Low: |
9.300 |
8.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.813 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |