BNP Paribas Call 53000 DJI2MN 19..../  DE000PC7UCU5  /

EUWAX
2024-05-23  2:24:21 PM Chg.-0.03 Bid2:49:57 PM Ask2:49:57 PM Underlying Strike price Expiration date Option type
1.32EUR -2.22% 1.33
Bid Size: 25,000
1.35
Ask Size: 25,000
Dow Jones Industrial... 53,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC7UCU
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: 2027-03-19
Issue date: 2024-04-08
Last trading day: 2027-03-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 27.35
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -12.31
Time value: 1.34
Break-even: 50,300.06
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.52%
Delta: 0.27
Theta: -2.36
Omega: 7.41
Rho: 242.24
 

Quote data

Open: 1.32
High: 1.32
Low: 1.31
Previous Close: 1.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.04%
1 Month  
+5.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.35
1M High / 1M Low: 1.41 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -