BNP Paribas Call 50000 DJI2MN 17..../  DE000PC4XWZ3  /

Frankfurt Zert./BNP
2024-05-02  6:20:50 PM Chg.-0.040 Bid6:31:27 PM Ask6:31:27 PM Underlying Strike price Expiration date Option type
2.930EUR -1.35% 2.930
Bid Size: 20,000
2.950
Ask Size: 20,000
Dow Jones Industrial... 50,000.00 USD 2027-12-17 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: 2027-12-17
Issue date: 2024-02-09
Last trading day: 2027-12-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 11.95
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.09
Parity: -11.29
Time value: 2.96
Break-even: 49,614.63
Moneyness: 0.76
Premium: 0.40
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.68%
Delta: 0.41
Theta: -2.99
Omega: 4.89
Rho: 417.87
 

Quote data

Open: 2.950
High: 2.970
Low: 2.930
Previous Close: 2.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.48%
1 Month
  -13.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.100 2.970
1M High / 1M Low: 3.370 2.970
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.060
Avg. volume 1W:   0.000
Avg. price 1M:   3.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -