BNP Paribas Call 43000 DJI2MN 17..../  DE000PC4XV92  /

EUWAX
2024-04-29  5:22:26 PM Chg.0.00 Bid6:34:11 PM Ask6:34:11 PM Underlying Strike price Expiration date Option type
4.99EUR 0.00% 5.00
Bid Size: 20,000
5.02
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: 7.13
Leverage: Yes

Calculated values

Fair value: 2.62
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.09
Parity: -4.45
Time value: 5.01
Break-even: 45,170.83
Moneyness: 0.89
Premium: 0.26
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.58
Theta: -3.58
Omega: 4.15
Rho: 535.14
 

Quote data

Open: 5.01
High: 5.01
Low: 4.98
Previous Close: 4.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.80%
1 Month
  -12.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.19 4.85
1M High / 1M Low: 5.42 4.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.04
Avg. volume 1W:   0.00
Avg. price 1M:   5.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -