BNP Paribas Call 45000 DJI2MN 19..../  DE000PC4XVU6  /

EUWAX
2024-05-17  5:14:41 PM Chg.-0.05 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
3.69EUR -1.34% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 45,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC4XVU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 45,000.00 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: 9.76
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.09
Parity: -4.60
Time value: 3.77
Break-even: 45,173.11
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.54
Theta: -3.57
Omega: 5.27
Rho: 455.99
 

Quote data

Open: 3.67
High: 3.70
Low: 3.67
Previous Close: 3.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.07%
1 Month  
+13.89%
3 Months  
+6.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.74 3.53
1M High / 1M Low: 3.74 3.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.64
Avg. volume 1W:   0.00
Avg. price 1M:   3.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -