BNP Paribas Call 54000 DJI2MN 19..../  DE000PC7UCT7  /

EUWAX
2024-05-23  1:21:39 PM Chg.-0.03 Bid1:47:15 PM Ask1:47:15 PM Underlying Strike price Expiration date Option type
1.15EUR -2.54% 1.15
Bid Size: 26,000
1.17
Ask Size: 26,000
Dow Jones Industrial... 54,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC7UCT
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: 2027-03-19
Issue date: 2024-04-08
Last trading day: 2027-03-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 31.32
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -13.24
Time value: 1.17
Break-even: 51,053.83
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.24
Theta: -2.19
Omega: 7.67
Rho: 220.26
 

Quote data

Open: 1.16
High: 1.16
Low: 1.15
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.74%
1 Month  
+5.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.18
1M High / 1M Low: 1.23 0.97
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -