BNP Paribas Call 53000 DJI2MN 17..../  DE000PC7UC53  /

EUWAX
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:   -