BNP Paribas Call 53000 DJI2MN 17.12.2027
/ DE000PC7UDB3
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UDB3 /
| 2024-06-05 8:20:36 PM |
Chg.+0.030 |
Bid9:08:18 PM |
Ask9:08:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+1.42% |
2.130
Bid Size: 21,000 |
2.150
Ask Size: 21,000 |
Dow Jones Industrial... |
53,000.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC7UDB |
| 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: |
2027-12-17 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
-13.13 |
| Time value: |
2.15 |
| Break-even: |
50,855.40 |
| Moneyness: |
0.73 |
| Premium: |
0.43 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.34 |
| Theta: |
-2.60 |
| Omega: |
5.58 |
| Rho: |
348.30 |
Quote data
| Open: |
2.160 |
| High: |
2.160 |
| Low: |
2.090 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.60% |
| 1 Month |
|
|
-8.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
2.070 |
| 1M High / 1M Low: |
2.650 |
2.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
