BNP Paribas Call 54000 DJI2MN 17..../  DE000PC7UCY7  /

Frankfurt Zert./BNP
2024-06-05  1:21:00 PM Chg.+0.020 Bid1:41:28 PM Ask1:41:28 PM Underlying Strike price Expiration date Option type
1.230EUR +1.65% 1.240
Bid Size: 26,000
1.260
Ask Size: 26,000
Dow Jones Industrial... 54,000.00 USD 2027-06-17 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: 2027-06-17
Issue date: 2024-04-08
Last trading day: 2027-06-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 28.69
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.09
Parity: -14.05
Time value: 1.24
Break-even: 50,864.37
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.64%
Delta: 0.25
Theta: -2.13
Omega: 7.08
Rho: 229.01
 

Quote data

Open: 1.240
High: 1.240
Low: 1.230
Previous Close: 1.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.91%
1 Month
  -9.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.180
1M High / 1M Low: 1.590 1.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.212
Avg. volume 1W:   0.000
Avg. price 1M:   1.412
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -