BNP Paribas Call 43000 DJI2MN 17.09.2027
/ DE000PC4XV92
BNP Paribas Call 43000 DJI2MN 17..../ DE000PC4XV92 /
| 16/05/2024 12:22:13 |
Chg.+0.03 |
Bid12:43:43 |
Ask12:43:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.51EUR |
+0.55% |
5.52
Bid Size: 20,000 |
5.54
Ask Size: 20,000 |
Dow Jones Industrial... |
43,000.00 USD |
17/09/2027 |
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: |
17/09/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/09/2027 |
| 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: |
5.52 |
| Low: |
5.51 |
| Previous Close: |
5.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.16% |
| 1 Month |
|
|
+10.64% |
| 3 Months |
|
|
+4.16% |
| 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: |
|
- |
