BNP Paribas Call 54000 DJI2MN 17.06.2027
/ DE000PC7UCY7
BNP Paribas Call 54000 DJI2MN 17..../ DE000PC7UCY7 /
| 5/23/2024 1:21:05 PM |
Chg.+0.010 |
Bid2:01:29 PM |
Ask2:01:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+0.67% |
1.510
Bid Size: 24,000 |
1.530
Ask Size: 24,000 |
Dow Jones Industrial... |
54,000.00 USD |
6/17/2027 |
Call |
Master data
| WKN: |
PC7UCY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54,000.00 USD |
| Maturity: |
6/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
6/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.09 |
| Parity: |
-13.24 |
| Time value: |
1.52 |
| Break-even: |
51,403.83 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.28 |
| Theta: |
-2.41 |
| Omega: |
6.81 |
| Rho: |
270.66 |
Quote data
| Open: |
1.510 |
| High: |
1.510 |
| Low: |
1.500 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.490 |
| 1M High / 1M Low: |
1.590 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
