BNP Paribas Call 40000 DJI 16.08.2024
/ DE000PC1J3F1
BNP Paribas Call 40000 DJI 16.08..../ DE000PC1J3F1 /
| 14/05/2024 21:20:18 |
Chg.+0.170 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.200EUR |
+3.38% |
5.140
Bid Size: 49,000 |
5.190
Ask Size: 49,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
PC1J3F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
78.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.10 |
| Parity: |
-5.68 |
| Time value: |
5.00 |
| Break-even: |
40,500.00 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.01% |
| Delta: |
0.46 |
| Theta: |
-4.94 |
| Omega: |
36.27 |
| Rho: |
45.44 |
Quote data
| Open: |
4.960 |
| High: |
5.200 |
| Low: |
4.790 |
| Previous Close: |
5.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.37% |
| 1 Month |
|
|
+54.76% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
+13.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.170 |
3.870 |
| 1M High / 1M Low: |
5.170 |
2.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/03/2024 |
6.580 |
| Low (YTD): |
30/04/2024 |
2.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
