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

EUWAX
2024-05-23  12:19:49 PM Chg.-0.03 Bid12:37:58 PM Ask12:37:58 PM Underlying Strike price Expiration date Option type
1.50EUR -1.96% 1.50
Bid Size: 24,000
1.52
Ask Size: 24,000
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: 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: 1.51
High: 1.51
Low: 1.50
Previous Close: 1.53
Turnover: -
Market phase: -
 
  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: 1.60 1.53
1M High / 1M Low: 1.60 1.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -