BNP Paribas Call 38000 DJI2MN 17.12.2027
/ DE000PC4XWM1
BNP Paribas Call 38000 DJI2MN 17..../ DE000PC4XWM1 /
| 2024-05-07 9:20:12 PM |
Chg.+0.060 |
Bid9:34:11 PM |
Ask9:34:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.910EUR |
+0.76% |
7.910
Bid Size: 22,000 |
7.930
Ask Size: 22,000 |
Dow Jones Industrial... |
38,000.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4XWM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38,000.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.92 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.09 |
| Parity: |
0.79 |
| Time value: |
7.14 |
| Break-even: |
43,210.90 |
| Moneyness: |
1.02 |
| Premium: |
0.20 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.74 |
| Theta: |
-3.58 |
| Omega: |
3.35 |
| Rho: |
672.23 |
Quote data
| Open: |
7.920 |
| High: |
7.950 |
| Low: |
7.900 |
| Previous Close: |
7.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.77% |
| 1 Month |
|
|
-2.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.850 |
7.550 |
| 1M High / 1M Low: |
8.120 |
7.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
