BNP Paribas Call 37000 DJI2MN 19.03.2027
/ DE000PC4XVL5
BNP Paribas Call 37000 DJI2MN 19..../ DE000PC4XVL5 /
| 6/11/2024 9:20:38 AM |
Chg.-0.030 |
Bid9:20:46 AM |
Ask9:20:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.940EUR |
-0.43% |
6.950
Bid Size: 25,000 |
6.970
Ask Size: 25,000 |
Dow Jones Industrial... |
37,000.00 USD |
3/19/2027 |
Call |
Master data
| WKN: |
PC4XVL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37,000.00 USD |
| Maturity: |
3/19/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
3/18/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
1.67 |
| Time value: |
5.27 |
| Break-even: |
41,266.64 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
0.74 |
| Theta: |
-3.70 |
| Omega: |
3.85 |
| Rho: |
549.24 |
Quote data
| Open: |
6.960 |
| High: |
6.960 |
| Low: |
6.940 |
| Previous Close: |
6.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.12% |
| 1 Month |
|
|
-7.96% |
| 3 Months |
|
|
-1.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.970 |
6.730 |
| 1M High / 1M Low: |
7.720 |
6.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
