BNP Paribas Call 53000 DJI2MN 17.09.2027
/ DE000PC7UC53
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UC53 /
2024-05-23 1:21:40 PM |
Chg.-0.04 |
Bid1:34:19 PM |
Ask1:34:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.10EUR |
-1.87% |
2.11 Bid Size: 21,000 |
2.13 Ask Size: 21,000 |
Dow Jones Industrial... |
53,000.00 USD |
2027-09-17 |
Call |
Master data
WKN: |
PC7UC5 |
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: |
2027-09-17 |
Issue date: |
2024-04-08 |
Last trading day: |
2027-09-16 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.09 |
Parity: |
-12.31 |
Time value: |
2.12 |
Break-even: |
51,080.06 |
Moneyness: |
0.75 |
Premium: |
0.39 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.95% |
Delta: |
0.34 |
Theta: |
-2.72 |
Omega: |
5.91 |
Rho: |
345.71 |
Quote data
Open: |
2.11 |
High: |
2.11 |
Low: |
2.10 |
Previous Close: |
2.14 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
+2.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.22 |
2.14 |
1M High / 1M Low: |
2.22 |
1.84 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |