BNP Paribas Call 39000 DJI 19.07..../  DE000PC1J207  /

EUWAX
2024-06-21  5:19:40 PM Chg.+0.87 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
5.00EUR +21.07% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 39,000.00 - 2024-07-19 Call
 

Master data

WKN: PC1J20
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 39,000.00 -
Maturity: 2024-07-19
Issue date: 2023-12-11
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 79.25
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 1.50
Implied volatility: 0.08
Historic volatility: 0.10
Parity: 1.50
Time value: 3.44
Break-even: 39,494.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 1.02%
Delta: 0.62
Theta: -8.60
Omega: 48.94
Rho: 17.52
 

Quote data

Open: 4.81
High: 5.17
Low: 4.66
Previous Close: 4.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+110.97%
1 Month
  -20.26%
3 Months
  -32.16%
YTD
  -10.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.00 2.97
1M High / 1M Low: 6.27 2.37
6M High / 6M Low: 7.67 2.37
High (YTD): 2024-05-20 7.67
Low (YTD): 2024-06-14 2.37
52W High: - -
52W Low: - -
Avg. price 1W:   3.90
Avg. volume 1W:   0.00
Avg. price 1M:   4.11
Avg. volume 1M:   0.00
Avg. price 6M:   5.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.93%
Volatility 6M:   160.26%
Volatility 1Y:   -
Volatility 3Y:   -