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

EUWAX
5/16/2024  5:26:55 PM Chg.+0.11 Bid6:47:19 PM Ask6:47:19 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 9/17/2027 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: 9/17/2027
Issue date: 2/9/2024
Last trading day: 9/16/2027
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: 5.59
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:   -