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

Frankfurt Zert./BNP
23/05/2024  16:20:59 Chg.-0.200 Bid16:45:27 Ask16:45:27 Underlying Strike price Expiration date Option type
0.370EUR -35.09% 0.350
Bid Size: 8,572		 0.400
Ask Size: 7,500		 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: 583.40
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.10
Parity: -13.29
Time value: 0.68
Break-even: 41,068.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.55
Spread abs.: 0.05
Spread %: 7.94%
Delta: 0.13
Theta: -4.37
Omega: 76.46
Rho: 4.07
 

Quote data

Open: 0.640
High: 0.660
Low: 0.370
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -72.39%
1 Month
  -45.59%
3 Months
  -87.15%
YTD
  -82.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 0.570
1M High / 1M Low: 1.340 0.210
6M High / 6M Low: - -
High (YTD): 21/03/2024 3.530
Low (YTD): 30/04/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   406.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -