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

EUWAX
2024-06-05  4:22:26 PM Chg.0.000 Bid5:19:52 PM Ask5:19:52 PM Underlying Strike price Expiration date Option type
0.880EUR 0.00% 0.890
Bid Size: 30,000
0.910
Ask Size: 30,000
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: 0.880
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -10.20%
3 Months
  -22.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.830
1M High / 1M Low: 1.230 0.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   1.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -