BNP Paribas Call 41000 DJI 21.06..../  DE000PC1J2P2  /

Frankfurt Zert./BNP
2024-05-24  9:20:12 PM Chg.-0.110 Bid9:58:37 PM Ask9:58:37 PM Underlying Strike price Expiration date Option type
0.140EUR -44.00% 0.140
Bid Size: 10,000
0.200
Ask Size: 10,000
DOW JONES INDUSTRIAL... 41,000.00 - 2024-06-21 Call
 

Master data

WKN: PC1J2P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 41,000.00 -
Maturity: 2024-06-21
Issue date: 2023-12-11
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 1,953.48
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.10
Parity: -19.30
Time value: 0.20
Break-even: 41,020.00
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.93
Spread abs.: 0.06
Spread %: 42.86%
Delta: 0.05
Theta: -2.08
Omega: 91.08
Rho: 1.33
 

Quote data

Open: 0.180
High: 0.210
Low: 0.140
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -88.14%
1 Month
  -62.16%
3 Months
  -94.87%
YTD
  -93.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.140
1M High / 1M Low: 1.340 0.140
6M High / 6M Low: - -
High (YTD): 2024-03-21 3.530
Low (YTD): 2024-05-24 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   472.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -