BNP Paribas Call 38000 DJI2MN 17.12.2027
/ DE000PC4XWM1
BNP Paribas Call 38000 DJI2MN 17..../ DE000PC4XWM1 /
| 5/17/2024 5:14:39 PM |
Chg.-0.06 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.41EUR |
-0.71% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
38,000.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC4XWM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38,000.00 USD |
| Maturity: |
12/17/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.09 |
| Parity: |
1.84 |
| Time value: |
6.67 |
| Break-even: |
43,472.62 |
| Moneyness: |
1.05 |
| Premium: |
0.18 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.76 |
| Theta: |
-3.58 |
| Omega: |
3.29 |
| Rho: |
698.98 |
Quote data
| Open: |
8.38 |
| High: |
8.44 |
| Low: |
8.38 |
| Previous Close: |
8.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.57% |
| 1 Month |
|
|
+9.08% |
| 3 Months |
|
|
+6.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.47 |
8.20 |
| 1M High / 1M Low: |
8.47 |
7.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
