BNP Paribas Call 52000 DJI2MN 19..../  DE000PC4XV19  /

Frankfurt Zert./BNP
2024-05-17  9:20:27 PM Chg.0.000 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
1.590EUR 0.00% 1.600
Bid Size: 24,000
1.620
Ask Size: 24,000
Dow Jones Industrial... 52,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC4XV1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 52,000.00 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: 22.72
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -11.04
Time value: 1.62
Break-even: 49,463.59
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.31
Theta: -2.60
Omega: 7.07
Rho: 278.88
 

Quote data

Open: 1.560
High: 1.590
Low: 1.560
Previous Close: 1.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month  
+15.22%
3 Months  
+3.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.500
1M High / 1M Low: 1.590 1.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.548
Avg. volume 1W:   0.000
Avg. price 1M:   1.424
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -