BNP Paribas Call 39400 DJI2MN 19..../  DE000PC1E935  /

EUWAX
21/06/2024  17:18:52 Chg.+0.120 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.450EUR +36.36% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 39,400.00 USD 19/07/2024 Call
 

Master data

WKN: PC1E93
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,400.00 USD
Maturity: 19/07/2024
Issue date: 08/12/2023
Last trading day: 18/07/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 83.22
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -0.23
Time value: 0.44
Break-even: 37,289.29
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.46
Theta: -10.93
Omega: 38.64
Rho: 12.25
 

Quote data

Open: 0.420
High: 0.480
Low: 0.400
Previous Close: 0.330
Turnover: 32,797.780
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+87.50%
1 Month
  -40.00%
3 Months
  -67.15%
YTD
  -53.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.270
1M High / 1M Low: 0.750 0.210
6M High / 6M Low: 1.550 0.210
High (YTD): 21/03/2024 1.550
Low (YTD): 13/06/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   23,374.800
Avg. price 1M:   0.380
Avg. volume 1M:   5,312.455
Avg. price 6M:   0.844
Avg. volume 6M:   942.532
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.27%
Volatility 6M:   218.07%
Volatility 1Y:   -
Volatility 3Y:   -