BNP Paribas Call 40000 DJI2MN 19.03.2027
/ DE000PC4XVP6
BNP Paribas Call 40000 DJI2MN 19..../ DE000PC4XVP6 /
| 11/06/2024 12:24:06 |
Chg.-0.02 |
Bid13:12:30 |
Ask13:12:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.27EUR |
-0.38% |
5.26
Bid Size: 23,000 |
5.28
Ask Size: 23,000 |
Dow Jones Industrial... |
40,000.00 USD |
19/03/2027 |
Call |
Master data
| WKN: |
PC4XVP |
| 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: |
19/03/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
18/03/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
-1.05 |
| Time value: |
5.38 |
| Break-even: |
42,542.98 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.65 |
| Theta: |
-3.73 |
| Omega: |
4.40 |
| Rho: |
505.99 |
Quote data
| Open: |
5.32 |
| High: |
5.32 |
| Low: |
5.27 |
| Previous Close: |
5.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.93% |
| 1 Month |
|
|
-10.07% |
| 3 Months |
|
|
-3.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.36 |
5.12 |
| 1M High / 1M Low: |
6.13 |
4.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
