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BNP Paribas Call 40000 DJI 19.07..../  DE000PC1J215  /

Frankfurt Zert./BNP
2024-06-14  9:20:19 PM Chg.-0.080 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.930EUR -7.92% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 40,000.00 - 2024-07-19 Call
 

Master data

WKN: PC1J21
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 40,000.00 -
Maturity: 2024-07-19
Issue date: 2023-12-11
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 385.89
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.10
Parity: -14.11
Time value: 1.00
Break-even: 40,100.00
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.51
Spread abs.: 0.05
Spread %: 5.26%
Delta: 0.16
Theta: -4.94
Omega: 60.71
Rho: 5.56
 

Quote data

Open: 0.890
High: 0.930
Low: 0.580
Previous Close: 1.010
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -39.61%
1 Month
  -82.45%
3 Months
  -77.59%
YTD
  -77.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 0.930
1M High / 1M Low: 5.300 0.890
6M High / 6M Low: 6.200 0.890
High (YTD): 2024-03-21 6.200
Low (YTD): 2024-05-30 0.890
52W High: - -
52W Low: - -
Avg. price 1W:   1.206
Avg. volume 1W:   0.000
Avg. price 1M:   2.199
Avg. volume 1M:   0.000
Avg. price 6M:   3.726
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.78%
Volatility 6M:   190.85%
Volatility 1Y:   -
Volatility 3Y:   -