BNP Paribas Call 39400 DJI2MN 19..../  DE000PC1E935  /

EUWAX
2024-05-24  5:22:57 PM Chg.-0.120 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.630EUR -16.00% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 39,400.00 USD 2024-07-19 Call
 

Master data

WKN: PC1E93
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,400.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-08
Last trading day: 2024-07-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 61.05
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.09
Parity: -0.30
Time value: 0.59
Break-even: 36,913.24
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.48
Theta: -7.54
Omega: 29.60
Rho: 25.41
 

Quote data

Open: 0.590
High: 0.630
Low: 0.590
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.75%
1 Month  
+50.00%
3 Months
  -53.68%
YTD
  -35.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.630
1M High / 1M Low: 1.210 0.420
6M High / 6M Low: - -
High (YTD): 2024-03-21 1.550
Low (YTD): 2024-05-02 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.944
Avg. volume 1W:   0.000
Avg. price 1M:   0.787
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -