BNP Paribas Call 53000 DJI2MN 17.12.2027
/ DE000PC7UDB3
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UDB3 /
2024-05-23 8:54:31 AM |
Chg.-0.04 |
Bid11:36:11 AM |
Ask11:36:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.54EUR |
-1.55% |
2.54 Bid Size: 20,000 |
2.56 Ask Size: 20,000 |
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: |
14.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.09 |
Parity: |
-12.31 |
Time value: |
2.55 |
Break-even: |
51,510.06 |
Moneyness: |
0.75 |
Premium: |
0.41 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.79% |
Delta: |
0.37 |
Theta: |
-2.85 |
Omega: |
5.36 |
Rho: |
396.96 |
Quote data
Open: |
2.54 |
High: |
2.54 |
Low: |
2.54 |
Previous Close: |
2.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.15% |
1 Month |
|
|
+2.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.58 |
1M High / 1M Low: |
2.67 |
2.25 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |