BNP Paribas Call 47000 DJI2MN 19..../  DE000PC4XVW2  /

EUWAX
2024-05-17  5:14:41 PM Chg.-0.04 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
2.94EUR -1.34% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 47,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC4XVW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 47,000.00 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: 12.19
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.09
Parity: -6.44
Time value: 3.02
Break-even: 46,263.24
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.67%
Delta: 0.47
Theta: -3.35
Omega: 5.75
Rho: 406.65
 

Quote data

Open: 2.93
High: 2.95
Low: 2.93
Previous Close: 2.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+13.95%
3 Months  
+5.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.98 2.81
1M High / 1M Low: 2.98 2.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -