BNP Paribas Call 43000 DJI2MN 19..../  DE000PC4XVS0  /

EUWAX
2024-05-28  9:04:04 AM Chg.+0.02 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
4.13EUR +0.49% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 43,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC4XVS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 43,000.00 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: 8.67
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -3.62
Time value: 4.15
Break-even: 43,739.92
Moneyness: 0.91
Premium: 0.22
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.57
Theta: -3.62
Omega: 4.94
Rho: 459.59
 

Quote data

Open: 4.13
High: 4.13
Low: 4.13
Previous Close: 4.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.03%
1 Month  
+3.77%
3 Months
  -4.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.54 4.11
1M High / 1M Low: 4.64 3.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.33
Avg. volume 1W:   0.00
Avg. price 1M:   4.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -