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

Frankfurt Zert./BNP
2024-05-13  10:20:39 AM Chg.-0.070 Bid10:34:20 AM Ask10:34:20 AM Underlying Strike price Expiration date Option type
0.880EUR -7.37% 0.890
Bid Size: 4,000
0.940
Ask Size: 4,000
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: 403.19
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.10
Parity: -14.87
Time value: 0.98
Break-even: 41,098.00
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 5.38%
Delta: 0.15
Theta: -4.41
Omega: 61.71
Rho: 6.36
 

Quote data

Open: 0.890
High: 0.890
Low: 0.880
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+104.65%
1 Month  
+39.68%
3 Months
  -49.13%
YTD
  -57.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.430
1M High / 1M Low: 0.950 0.210
6M High / 6M Low: - -
High (YTD): 2024-03-21 3.530
Low (YTD): 2024-04-30 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   392.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -