BNP Paribas Call 38000 DJI2MN 17..../  DE000PC4XWM1  /

EUWAX
2024-05-07  4:22:16 PM Chg.+0.13 Bid4:53:12 PM Ask4:53:12 PM Underlying Strike price Expiration date Option type
7.95EUR +1.66% 7.95
Bid Size: 22,000
7.97
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: 7.93
High: 7.95
Low: 7.90
Previous Close: 7.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month
  -0.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.82 7.58
1M High / 1M Low: 8.12 7.57
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.70
Avg. volume 1W:   0.00
Avg. price 1M:   7.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -