BNP Paribas Call 53000 DJI2MN 17.06.2027
/ DE000PC7UCZ4
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UCZ4 /
| 2024-06-05 12:21:49 PM |
Chg.+0.05 |
Bid1:31:22 PM |
Ask1:31:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+3.70% |
1.40
Bid Size: 25,000 |
1.42
Ask Size: 25,000 |
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: |
25.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.09 |
| Parity: |
-13.13 |
| Time value: |
1.40 |
| Break-even: |
50,105.40 |
| Moneyness: |
0.73 |
| Premium: |
0.41 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.27 |
| Theta: |
-2.27 |
| Omega: |
6.88 |
| Rho: |
249.52 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-7.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.31 |
| 1M High / 1M Low: |
1.80 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
