BNP Paribas Call 47000 DJI2MN 17.12.2027
/ DE000PC4XWW0
BNP Paribas Call 47000 DJI2MN 17..../ DE000PC4XWW0 /
| 2024-06-14 9:20:18 PM |
Chg.-0.050 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
-1.37% |
3.610
Bid Size: 19,000 |
3.630
Ask Size: 19,000 |
Dow Jones Industrial... |
47,000.00 USD |
2027-12-17 |
Call |
Master data
| WKN: |
PC4XWW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47,000.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
-7.86 |
| Time value: |
3.63 |
| Break-even: |
47,535.54 |
| Moneyness: |
0.82 |
| Premium: |
0.32 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.48 |
| Theta: |
-3.17 |
| Omega: |
4.75 |
| Rho: |
477.36 |
Quote data
| Open: |
3.650 |
| High: |
3.650 |
| Low: |
3.490 |
| Previous Close: |
3.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.98% |
| 1 Month |
|
|
-19.28% |
| 3 Months |
|
|
-13.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.600 |
| 1M High / 1M Low: |
4.470 |
3.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
