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BNP Paribas Call 40000 DJI 16.08..../  DE000PC1J3F1  /

Frankfurt Zert./BNP
5/15/2024  5:20:14 PM Chg.+0.440 Bid5:32:00 PM Ask5:32:00 PM Underlying Strike price Expiration date Option type
5.640EUR +8.46% 5.650
Bid Size: 39,000		 5.700
Ask Size: 39,000		 DOW JONES INDUSTRIAL... 40,000.00 - 8/16/2024 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: 8/16/2024
Issue date: 12/11/2023
Last trading day: 8/15/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 76.07
Leverage: Yes

Calculated values

Fair value: 7.47
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.10
Parity: -4.42
Time value: 5.20
Break-even: 40,520.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 0.97%
Delta: 0.49
Theta: -4.92
Omega: 37.38
Rho: 48.19
 

Quote data

Open: 5.170
High: 5.640
Low: 5.090
Previous Close: 5.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.97%
1 Month  
+86.76%
3 Months  
+3.11%
YTD  
+23.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.200 4.210
1M High / 1M Low: 5.200 2.470
6M High / 6M Low: - -
High (YTD): 3/21/2024 6.580
Low (YTD): 4/30/2024 2.470
52W High: - -
52W Low: - -
Avg. price 1W:   4.904
Avg. volume 1W:   0.000
Avg. price 1M:   3.663
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -