BNP Paribas Call 51000 DJI2MN 19.03.2027
/ DE000PC4XV01
BNP Paribas Call 51000 DJI2MN 19..../ DE000PC4XV01 /
2024-05-17 5:14:37 PM |
Chg.-0.03 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
-1.65% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
51,000.00 USD |
2027-03-19 |
Call |
Master data
WKN: |
PC4XV0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51,000.00 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: |
19.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.09 |
Parity: |
-10.12 |
Time value: |
1.85 |
Break-even: |
48,773.52 |
Moneyness: |
0.78 |
Premium: |
0.33 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.09% |
Delta: |
0.34 |
Theta: |
-2.76 |
Omega: |
6.79 |
Rho: |
303.91 |
Quote data
Open: |
1.78 |
High: |
1.79 |
Low: |
1.78 |
Previous Close: |
1.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.07% |
1 Month |
|
|
+14.74% |
3 Months |
|
|
+3.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.70 |
1M High / 1M Low: |
1.82 |
1.45 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |