BNP Paribas Call DJI2MN/  DE000PZ1LQ71  /

EUWAX
2024-05-16  5:18:57 PM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.83EUR - -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... - - 2024-05-17 Call
 

Master data

WKN: PZ1LQ7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: - -
Maturity: 2024-05-17
Issue date: 2023-11-17
Last trading day: 2024-05-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 20.59
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.75
Implied volatility: 0.58
Historic volatility: 0.09
Parity: 1.75
Time value: 0.03
Break-even: 36,679.69
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.95
Theta: -61.63
Omega: 19.54
Rho: 0.90
 

Quote data

Open: 1.79
High: 1.83
Low: 1.77
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.58%
1 Month  
+226.79%
3 Months  
+17.31%
YTD  
+44.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.34
1M High / 1M Low: 1.83 0.45
6M High / 6M Low: 2.13 0.28
High (YTD): 2024-03-21 2.13
Low (YTD): 2024-04-25 0.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   1.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.58%
Volatility 6M:   206.80%
Volatility 1Y:   -
Volatility 3Y:   -