BNP Paribas Call 43000 DJI2MN 17.09.2027
/ DE000PC4XV92
BNP Paribas Call 43000 DJI2MN 17..../ DE000PC4XV92 /
2024-05-16 5:26:55 PM |
Chg.+0.11 |
Bid6:00:11 PM |
Ask6:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.59EUR |
+2.01% |
5.58 Bid Size: 20,000 |
5.60 Ask Size: 20,000 |
Dow Jones Industrial... |
43,000.00 USD |
2027-09-17 |
Call |
Master data
WKN: |
PC4XV9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
43,000.00 USD |
Maturity: |
2027-09-17 |
Issue date: |
2024-02-09 |
Last trading day: |
2027-09-16 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
6.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.09 |
Parity: |
-2.84 |
Time value: |
5.52 |
Break-even: |
45,011.75 |
Moneyness: |
0.93 |
Premium: |
0.23 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.36% |
Delta: |
0.63 |
Theta: |
-3.65 |
Omega: |
4.17 |
Rho: |
584.79 |
Quote data
Open: |
5.52 |
High: |
5.59 |
Low: |
5.51 |
Previous Close: |
5.48 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.67% |
1 Month |
|
|
+12.25% |
3 Months |
|
|
+5.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.48 |
5.29 |
1M High / 1M Low: |
5.48 |
4.84 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |