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

Frankfurt Zert./BNP
27/05/2024  18:20:49 Chg.-0.020 Bid18:46:25 Ask18:46:25 Underlying Strike price Expiration date Option type
0.120EUR -14.29% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 41,000.00 - 21/06/2024 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: 21/06/2024
Issue date: 11/12/2023
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 1,953.48
Leverage: Yes

Calculated values

Fair value: 0.15
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.: 1.04
Spread abs.: 0.06
Spread %: 42.86%
Delta: 0.05
Theta: -2.23
Omega: 90.83
Rho: 1.23
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -87.50%
1 Month
  -67.57%
3 Months
  -94.87%
YTD
  -94.26%
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): 21/03/2024 3.530
Low (YTD): 24/05/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.668
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   485.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -