BNP Paribas Call 52000 DJI2MN 18..../  DE000PC4XVJ9  /

Frankfurt Zert./BNP
2024-06-05  3:21:10 PM Chg.+0.020 Bid3:35:50 PM Ask3:35:50 PM Underlying Strike price Expiration date Option type
0.910EUR +2.25% 0.900
Bid Size: 7,500
0.920
Ask Size: 7,500
Dow Jones Industrial... 52,000.00 USD 2026-12-18 Call
 

Master data

WKN: PC4XVJ
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: 2026-12-18
Issue date: 2024-02-09
Last trading day: 2026-12-17
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 39.09
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.09
Parity: -12.21
Time value: 0.91
Break-even: 48,696.43
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.22
Theta: -1.98
Omega: 8.56
Rho: 174.45
 

Quote data

Open: 0.910
High: 0.910
Low: 0.900
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.19%
1 Month
  -9.00%
3 Months
  -16.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.850
1M High / 1M Low: 1.210 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   1.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -