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BNP Paribas Call 47000 DJI2MN 18..../  DE000PC4S8H2  /

Frankfurt Zert./BNP
20/09/2024  21:20:14 Chg.-0.030 Bid21:59:15 Ask21:59:15 Underlying Strike price Expiration date Option type
1.680EUR -1.75% 1.680
Bid Size: 26,000		 1.700
Ask Size: 26,000		 Dow Jones Industrial... 47,000.00 USD 18/06/2026 Call
 

Master data

WKN: PC4S8H
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: 18/06/2026
Issue date: 07/02/2024
Last trading day: 17/06/2026
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 22.16
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -4.42
Time value: 1.70
Break-even: 43,802.43
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.19%
Delta: 0.41
Theta: -3.21
Omega: 9.10
Rho: 239.51
 

Quote data

Open: 1.690
High: 1.710
Low: 1.670
Previous Close: 1.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+26.32%
3 Months  
+36.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.540
1M High / 1M Low: 1.710 1.220
6M High / 6M Low: 1.820 1.030
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.618
Avg. volume 1W:   0.000
Avg. price 1M:   1.445
Avg. volume 1M:   0.000
Avg. price 6M:   1.373
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.84%
Volatility 6M:   93.84%
Volatility 1Y:   -
Volatility 3Y:   -