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

EUWAX
2024-06-24  5:23:38 PM Chg.+0.57 Bid6:16:52 PM Ask6:16:52 PM Underlying Strike price Expiration date Option type
7.09EUR +8.74% 7.09
Bid Size: 15,000
7.14
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: 6.46
High: 7.09
Low: 6.46
Previous Close: 6.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.38%
1 Month  
+5.66%
3 Months
  -8.28%
YTD  
+14.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.52 5.48
1M High / 1M Low: 6.71 4.69
6M High / 6M Low: 7.93 4.69
High (YTD): 2024-03-21 7.93
Low (YTD): 2024-05-30 4.69
52W High: - -
52W Low: - -
Avg. price 1W:   5.92
Avg. volume 1W:   0.00
Avg. price 1M:   5.77
Avg. volume 1M:   0.00
Avg. price 6M:   6.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.40%
Volatility 6M:   83.18%
Volatility 1Y:   -
Volatility 3Y:   -