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BNP Paribas Call 39000 DJI 20.09..../  DE000PC1J3T2  /

Frankfurt Zert./BNP
2024-06-24  5:20:14 PM Chg.+0.600 Bid5:30:46 PM Ask5:30:46 PM Underlying Strike price Expiration date Option type
7.090EUR +9.24% 7.120
Bid Size: 15,000		 7.170
Ask Size: 15,000		 DOW JONES INDUSTRIAL... 39,000.00 - 2024-09-20 Call
 

Master data

WKN: PC1J3T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 39,000.00 -
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 59.68
Leverage: Yes

Calculated values

Fair value: 9.95
Intrinsic value: 1.50
Implied volatility: 0.05
Historic volatility: 0.10
Parity: 1.50
Time value: 5.06
Break-even: 39,656.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.77%
Delta: 0.71
Theta: -4.45
Omega: 42.28
Rho: 65.30
 

Quote data

Open: 6.430
High: 7.090
Low: 6.430
Previous Close: 6.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.61%
1 Month  
+8.41%
3 Months
  -5.21%
YTD  
+14.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.500 5.740
1M High / 1M Low: 6.540 4.750
6M High / 6M Low: 7.900 4.750
High (YTD): 2024-03-21 7.900
Low (YTD): 2024-05-30 4.750
52W High: - -
52W Low: - -
Avg. price 1W:   6.064
Avg. volume 1W:   0.000
Avg. price 1M:   5.831
Avg. volume 1M:   0.000
Avg. price 6M:   6.482
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.37%
Volatility 6M:   79.72%
Volatility 1Y:   -
Volatility 3Y:   -