BNP Paribas Call 54000 DJI2MN 17.09.2027
/ DE000PC7UC46
BNP Paribas Call 54000 DJI2MN 17..../ DE000PC7UC46 /
| 5/23/2024 12:19:49 PM |
Chg.-0.04 |
Bid5/23/2024 |
Ask5/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
-2.07% |
1.89
Bid Size: 22,000 |
1.91
Ask Size: 22,000 |
Dow Jones Industrial... |
54,000.00 USD |
9/17/2027 |
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: |
9/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.09 |
| Parity: |
-13.24 |
| Time value: |
1.91 |
| Break-even: |
51,793.83 |
| Moneyness: |
0.73 |
| Premium: |
0.41 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.32 |
| Theta: |
-2.59 |
| Omega: |
6.09 |
| Rho: |
322.96 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.89 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+3.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.93 |
| 1M High / 1M Low: |
2.00 |
1.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
