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

Frankfurt Zert./BNP
17/05/2024  21:20:17 Chg.+0.010 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
3.470EUR +0.29% 3.490
Bid Size: 19,000
3.510
Ask Size: 19,000
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: 10.49
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -9.20
Time value: 3.51
Break-even: 49,513.45
Moneyness: 0.80
Premium: 0.35
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.57%
Delta: 0.46
Theta: -3.23
Omega: 4.83
Rho: 481.06
 

Quote data

Open: 3.420
High: 3.470
Low: 3.420
Previous Close: 3.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.36%
1 Month  
+10.86%
3 Months  
+5.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.470 3.340
1M High / 1M Low: 3.470 2.970
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.404
Avg. volume 1W:   0.000
Avg. price 1M:   3.219
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -