BNP Paribas Call DJI2MN/  DE000PZ1TAN2  /

Frankfurt Zert./BNP
2024-05-16  9:20:17 PM Chg.+0.120 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.630EUR +7.95% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... - - 2024-05-17 Call
 

Master data

WKN: PZ1TAN
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: 2023-11-27
Last trading day: 2024-05-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 23.05
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.50
Historic volatility: 0.09
Parity: 1.57
Time value: 0.02
Break-even: 36,673.37
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.27%
Delta: 0.96
Theta: -48.45
Omega: 22.02
Rho: 0.92
 

Quote data

Open: 1.600
High: 1.660
Low: 1.570
Previous Close: 1.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.40%
1 Month  
+246.81%
3 Months  
+17.27%
YTD  
+40.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.190
1M High / 1M Low: 1.630 0.340
6M High / 6M Low: - -
High (YTD): 2024-03-21 1.940
Low (YTD): 2024-04-30 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   1.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.802
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -