BNP Paribas Call 53000 DJI2MN 17..../  DE000PC7UDB3  /

EUWAX
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:   -