BNP Paribas Call 52000 DJI2MN 17..../  DE000PC4XW18  /

EUWAX
2024-06-05  12:23:45 PM Chg.+0.06 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
2.37EUR +2.60% 2.37
Bid Size: 21,000
2.39
Ask Size: 21,000
Dow Jones Industrial... 52,000.00 USD 2027-12-17 Call
 

Master data

WKN: PC4XW1
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: 2027-12-17
Issue date: 2024-02-09
Last trading day: 2027-12-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -12.21
Time value: 2.36
Break-even: 50,146.43
Moneyness: 0.74
Premium: 0.41
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.85%
Delta: 0.36
Theta: -2.70
Omega: 5.44
Rho: 369.92
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.87%
1 Month
  -6.69%
3 Months
  -10.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.44 2.26
1M High / 1M Low: 2.93 2.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -