BNP Paribas Call 47000 DJI2MN 18..../  DE000PC4S8Z4  /

Frankfurt Zert./BNP
2024-06-14  9:20:18 PM Chg.-0.020 Bid9:58:57 PM Ask9:58:57 PM Underlying Strike price Expiration date Option type
1.440EUR -1.37% 1.440
Bid Size: 26,000
1.460
Ask Size: 26,000
Dow Jones Industrial... 47,000.00 USD 2026-09-18 Call
 

Master data

WKN: PC4S8Z
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: 2026-09-18
Issue date: 2024-02-07
Last trading day: 2026-09-17
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 24.69
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.09
Parity: -7.86
Time value: 1.46
Break-even: 45,365.54
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.39%
Delta: 0.33
Theta: -2.68
Omega: 8.09
Rho: 234.06
 

Quote data

Open: 1.460
High: 1.460
Low: 1.360
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -29.76%
3 Months
  -22.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.440
1M High / 1M Low: 2.050 1.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.514
Avg. volume 1W:   0.000
Avg. price 1M:   1.664
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -