BNP Paribas Call 50000 DJI2MN 17.12.2027
/ DE000PC4XWZ3
BNP Paribas Call 50000 DJI2MN 17..../ DE000PC4XWZ3 /
| 10/06/2024 11:20:50 |
Chg.-0.050 |
Bid11:43:01 |
Ask11:43:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-1.70% |
2.890
Bid Size: 20,000 |
2.910
Ask Size: 20,000 |
Dow Jones Industrial... |
50,000.00 USD |
17/12/2027 |
Call |
Master data
| WKN: |
PC4XWZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50,000.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
-10.39 |
| Time value: |
2.94 |
| Break-even: |
49,327.35 |
| Moneyness: |
0.78 |
| Premium: |
0.37 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.41 |
| Theta: |
-2.99 |
| Omega: |
5.07 |
| Rho: |
421.06 |
Quote data
| Open: |
2.920 |
| High: |
2.920 |
| Low: |
2.890 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.58% |
| 1 Month |
|
|
-14.75% |
| 3 Months |
|
|
-8.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.790 |
| 1M High / 1M Low: |
3.470 |
2.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
