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BNP Paribas Call 40000 DJI2MN 16..../  DE000PC1J3F1  /

Frankfurt Zert./BNP
2024-04-26  9:20:16 PM Chg.+0.150 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
3.110EUR +5.07% 3.040
Bid Size: 11,000		 3.090
Ask Size: 11,000		 Dow Jones Industrial... 40,000.00 USD 2024-08-16 Call
 

Master data

WKN: PC1J3F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 40,000.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-11
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 115.27
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.09
Parity: -17.90
Time value: 3.09
Break-even: 37,716.30
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 1.64%
Delta: 0.26
Theta: -3.89
Omega: 30.23
Rho: 27.47
 

Quote data

Open: 2.990
High: 3.130
Low: 2.890
Previous Close: 2.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.33%
1 Month
  -51.56%
3 Months
  -35.74%
YTD
  -31.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.740 2.960
1M High / 1M Low: 5.330 2.960
6M High / 6M Low: - -
High (YTD): 2024-03-21 6.580
Low (YTD): 2024-04-25 2.960
52W High: - -
52W Low: - -
Avg. price 1W:   3.406
Avg. volume 1W:   0.000
Avg. price 1M:   3.895
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -