BNP Paribas Call 36000 DJI2MN 19.03.2027
/ DE000PC4XVK7
BNP Paribas Call 36000 DJI2MN 19..../ DE000PC4XVK7 /
2024-06-11 6:21:02 PM |
Chg.-0.190 |
Bid6:30:07 PM |
Ask6:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.360EUR |
-2.52% |
7.340 Bid Size: 26,000 |
7.360 Ask Size: 26,000 |
Dow Jones Industrial... |
36,000.00 USD |
2027-03-19 |
Call |
Master data
WKN: |
PC4XVK |
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: |
2027-03-19 |
Issue date: |
2024-02-09 |
Last trading day: |
2027-03-18 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.18 |
Intrinsic value: |
2.66 |
Implied volatility: |
0.18 |
Historic volatility: |
0.09 |
Parity: |
2.66 |
Time value: |
4.92 |
Break-even: |
41,026.68 |
Moneyness: |
1.08 |
Premium: |
0.14 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.26% |
Delta: |
0.77 |
Theta: |
-3.67 |
Omega: |
3.68 |
Rho: |
562.09 |
Quote data
Open: |
7.540 |
High: |
7.540 |
Low: |
7.360 |
Previous Close: |
7.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.82% |
1 Month |
|
|
-9.36% |
3 Months |
|
|
-2.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.550 |
7.300 |
1M High / 1M Low: |
8.300 |
7.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.432 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.725 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
26.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |