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

EUWAX
20/09/2024  17:19:23 Chg.-0.01 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.96EUR -0.51% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 47,000.00 USD 18/09/2026 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: 18/09/2026
Issue date: 07/02/2024
Last trading day: 17/09/2026
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 18.84
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -4.42
Time value: 2.00
Break-even: 44,102.43
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.01%
Delta: 0.44
Theta: -3.19
Omega: 8.28
Rho: 290.18
 

Quote data

Open: 1.98
High: 2.01
Low: 1.96
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+20.99%
3 Months  
+21.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.80
1M High / 1M Low: 1.97 1.40
6M High / 6M Low: 2.25 1.32
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.16%
Volatility 6M:   83.60%
Volatility 1Y:   -
Volatility 3Y:   -