BNP Paribas Call 53000 DJI2MN 17.06.2027
/ DE000PC7UCZ4
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UCZ4 /
2024-05-23 2:20:50 PM |
Chg.+0.020 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
1.700EUR |
+1.19% |
1.700 Bid Size: 23,000 |
1.720 Ask Size: 23,000 |
Dow Jones Industrial... |
53,000.00 USD |
2027-06-17 |
Call |
Master data
WKN: |
PC7UCZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
53,000.00 USD |
Maturity: |
2027-06-17 |
Issue date: |
2024-04-08 |
Last trading day: |
2027-06-16 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
21.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.09 |
Parity: |
-12.31 |
Time value: |
1.71 |
Break-even: |
50,670.06 |
Moneyness: |
0.75 |
Premium: |
0.38 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.18% |
Delta: |
0.31 |
Theta: |
-2.55 |
Omega: |
6.59 |
Rho: |
293.34 |
Quote data
Open: |
1.700 |
High: |
1.700 |
Low: |
1.690 |
Previous Close: |
1.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.49% |
1 Month |
|
|
+4.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.780 |
1.680 |
1M High / 1M Low: |
1.780 |
1.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.631 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |