BNP Paribas Call 38800 DJI2MN 17..../  DE000PC1E919  /

Frankfurt Zert./BNP
2024-05-03  9:20:21 PM Chg.+0.110 Bid9:59:13 PM Ask9:59:13 PM Underlying Strike price Expiration date Option type
0.300EUR +57.89% 0.310
Bid Size: 16,000
0.330
Ask Size: 16,000
Dow Jones Industrial... 38,800.00 USD 2024-05-17 Call
 

Master data

WKN: PC1E91
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 38,800.00 USD
Maturity: 2024-05-17
Issue date: 2023-12-08
Last trading day: 2024-05-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 108.91
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -0.12
Time value: 0.33
Break-even: 36,384.29
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.48
Theta: -15.66
Omega: 51.87
Rho: 5.98
 

Quote data

Open: 0.250
High: 0.340
Low: 0.240
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -57.75%
3 Months
  -73.91%
YTD
  -65.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.130
1M High / 1M Low: 0.820 0.130
6M High / 6M Low: - -
High (YTD): 2024-03-21 1.480
Low (YTD): 2024-04-30 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -