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BNP Paribas Call 40000 DJI 19.07..../  DE000PC1J215  /

Frankfurt Zert./BNP
2024-05-24  9:20:13 PM Chg.-0.270 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
2.540EUR -9.61% 2.510
Bid Size: 5,000		 2.560
Ask Size: 5,000		 DOW JONES INDUSTRIAL... 40,000.00 - 2024-07-19 Call
 

Master data

WKN: PC1J21
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 40,000.00 -
Maturity: 2024-07-19
Issue date: 2023-12-11
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 152.02
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.10
Parity: -9.30
Time value: 2.57
Break-even: 40,257.00
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 1.98%
Delta: 0.31
Theta: -5.48
Omega: 46.65
Rho: 17.68
 

Quote data

Open: 2.640
High: 2.850
Low: 2.540
Previous Close: 2.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -52.08%
1 Month  
+17.59%
3 Months
  -53.65%
YTD
  -38.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.930 2.540
1M High / 1M Low: 5.340 1.650
6M High / 6M Low: - -
High (YTD): 2024-03-21 6.200
Low (YTD): 2024-04-30 1.650
52W High: - -
52W Low: - -
Avg. price 1W:   3.880
Avg. volume 1W:   0.000
Avg. price 1M:   3.530
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -