BNP Paribas Call 53000 DJI2MN 17..../  DE000PC7UCZ4  /

EUWAX
2024-05-23  1:21:39 PM Chg.-0.04 Bid1:34:16 PM Ask1:34:16 PM Underlying Strike price Expiration date Option type
1.69EUR -2.31% 1.70
Bid Size: 23,000
1.72
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: 1.70
High: 1.70
Low: 1.69
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.06%
1 Month  
+3.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.73
1M High / 1M Low: 1.80 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -