BNP Paribas Call 36000 DJI2MN 17.09.2027
/ DE000PC4XV27
BNP Paribas Call 36000 DJI2MN 17..../ DE000PC4XV27 /
| 16/05/2024 17:26:56 |
Chg.+0.14 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.13EUR |
+1.56% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
36,000.00 USD |
17/09/2027 |
Call |
Master data
| WKN: |
PC4XV2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36,000.00 USD |
| Maturity: |
17/09/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/09/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.75 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
3.59 |
| Time value: |
5.45 |
| Break-even: |
42,102.86 |
| Moneyness: |
1.11 |
| Premium: |
0.15 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
0.81 |
| Theta: |
-3.50 |
| Omega: |
3.28 |
| Rho: |
688.49 |
Quote data
| Open: |
9.05 |
| High: |
9.13 |
| Low: |
9.04 |
| Previous Close: |
8.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.34% |
| 1 Month |
|
|
+10.27% |
| 3 Months |
|
|
+6.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.99 |
8.75 |
| 1M High / 1M Low: |
8.99 |
8.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
