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BNP Paribas Call 40600 DJI2MN 21..../  DE000PN6L787  /

Frankfurt Zert./BNP
2024-05-03  9:20:24 PM Chg.+0.027 Bid9:53:31 PM Ask9:53:31 PM Underlying Strike price Expiration date Option type
0.090EUR +42.86% 0.090
Bid Size: 46,000		 0.110
Ask Size: 46,000		 Dow Jones Industrial... 40,600.00 USD 2024-06-21 Call
 

Master data

WKN: PN6L78
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 40,600.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-02
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 326.72
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.09
Parity: -1.79
Time value: 0.11
Break-even: 37,836.91
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.15
Theta: -4.08
Omega: 48.34
Rho: 6.85
 

Quote data

Open: 0.074
High: 0.100
Low: 0.071
Previous Close: 0.063
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -70.97%
3 Months
  -83.93%
YTD
  -79.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.047
1M High / 1M Low: 0.330 0.047
6M High / 6M Low: 0.680 0.035
High (YTD): 2024-03-21 0.680
Low (YTD): 2024-04-30 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   356.88%
Volatility 6M:   266.86%
Volatility 1Y:   -
Volatility 3Y:   -