BNP Paribas Call 53000 DJI2MN 18..../  DE000PC7UCJ8  /

EUWAX
2024-06-05  12:21:49 PM Chg.+0.020 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.540EUR +3.85% 0.540
Bid Size: 38,000
0.560
Ask Size: 38,000
Dow Jones Industrial... 53,000.00 USD 2026-09-18 Call
 

Master data

WKN: PC7UCJ
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: 2026-09-18
Issue date: 2024-04-08
Last trading day: 2026-09-17
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 64.68
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.09
Parity: -13.13
Time value: 0.55
Break-even: 49,255.40
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.16
Theta: -1.56
Omega: 10.12
Rho: 114.75
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -10.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 0.760 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -