BNP Paribas Call 40000 DJI2MN 19..../  DE000PC4XVP6  /

EUWAX
2024-05-17  5:14:35 PM Chg.-0.06 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
6.01EUR -0.99% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 40,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC4XVP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 40,000.00 USD
Maturity: 2027-03-19
Issue date: 2024-02-09
Last trading day: 2027-03-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 6.02
Leverage: Yes

Calculated values

Fair value: 4.48
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: 0.00
Time value: 6.11
Break-even: 42,912.76
Moneyness: 1.00
Premium: 0.17
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.33%
Delta: 0.70
Theta: -3.81
Omega: 4.21
Rho: 557.00
 

Quote data

Open: 5.98
High: 6.03
Low: 5.98
Previous Close: 6.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month  
+12.55%
3 Months  
+7.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.07 5.80
1M High / 1M Low: 6.07 5.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.94
Avg. volume 1W:   0.00
Avg. price 1M:   5.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -