BNP Paribas Call 54000 DJI2MN 17..../  DE000PC7UC46  /

Frankfurt Zert./BNP
2024-06-05  9:20:24 PM Chg.0.000 Bid9:50:26 PM Ask9:50:26 PM Underlying Strike price Expiration date Option type
1.550EUR 0.00% 1.550
Bid Size: 24,000
1.570
Ask Size: 24,000
Dow Jones Industrial... 54,000.00 USD 2027-09-17 Call
 

Master data

WKN: PC7UC4
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: 2027-09-17
Issue date: 2024-04-08
Last trading day: 2027-09-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 22.52
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.09
Parity: -14.05
Time value: 1.58
Break-even: 51,204.37
Moneyness: 0.72
Premium: 0.44
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.28
Theta: -2.32
Omega: 6.35
Rho: 277.68
 

Quote data

Open: 1.580
High: 1.580
Low: 1.530
Previous Close: 1.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.91%
1 Month
  -10.40%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.510
1M High / 1M Low: 1.990 1.510
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:   1.787
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -