BNP Paribas Call 47000 DJI2MN 18.09.2026
/ DE000PC4S8Z4
BNP Paribas Call 47000 DJI2MN 18..../ DE000PC4S8Z4 /
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: |
|
- |