BNP Paribas Call 41000 DJI2MN 19..../  DE000PC4XVQ4  /

EUWAX
2024-06-11  9:16:06 AM Chg.+0.03 Bid10:52:44 AM Ask10:52:44 AM Underlying Strike price Expiration date Option type
4.83EUR +0.63% 4.81
Bid Size: 22,000
4.83
Ask Size: 22,000
Dow Jones Industrial... 41,000.00 USD 2027-03-19 Call
 

Master data

WKN: PC4XVQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 41,000.00 USD
Maturity: 2027-03-19
Issue date: 2024-02-09
Last trading day: 2027-03-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 7.38
Leverage: Yes

Calculated values

Fair value: 3.06
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -1.98
Time value: 4.89
Break-even: 42,982.05
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.41%
Delta: 0.62
Theta: -3.70
Omega: 4.60
Rho: 487.47
 

Quote data

Open: 4.83
High: 4.83
Low: 4.83
Previous Close: 4.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.09%
1 Month
  -9.89%
3 Months
  -2.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.87 4.64
1M High / 1M Low: 5.61 4.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.76
Avg. volume 1W:   0.00
Avg. price 1M:   5.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -