BNP Paribas Call 41000 DJI2MN 21.06.2024
/ DE000PC1J2P2
BNP Paribas Call 41000 DJI2MN 21..../ DE000PC1J2P2 /
2024-04-26 9:20:17 PM |
Chg.-0.010 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-2.63% |
0.360 Bid Size: 13,000 |
0.410 Ask Size: 13,000 |
Dow Jones Industrial... |
41,000.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC1J2P |
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: |
2024-06-21 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
868.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.09 |
Parity: |
-27.25 |
Time value: |
0.41 |
Break-even: |
38,383.48 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.05 |
Spread %: |
13.89% |
Delta: |
0.06 |
Theta: |
-1.96 |
Omega: |
53.89 |
Rho: |
3.27 |
Quote data
Open: |
0.380 |
High: |
0.390 |
Low: |
0.350 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.93% |
1 Month |
|
|
-88.40% |
3 Months |
|
|
-80.00% |
YTD |
|
|
-82.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.370 |
1M High / 1M Low: |
3.190 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-21 |
3.530 |
Low (YTD): |
2024-04-26 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
275.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |