BNP Paribas Call 50000 DJI2MN 20..../  DE000PC4S749  /

EUWAX
2024-05-02  5:17:19 PM Chg.0.000 Bid6:37:56 PM Ask6:37:56 PM Underlying Strike price Expiration date Option type
0.460EUR 0.00% 0.450
Bid Size: 43,000
0.470
Ask Size: 43,000
Dow Jones Industrial... 50,000.00 USD 2026-03-20 Call
 

Master data

WKN: PC4S74
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: 2026-03-20
Issue date: 2024-02-07
Last trading day: 2026-03-19
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 76.89
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -11.29
Time value: 0.46
Break-even: 47,114.63
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.15
Theta: -1.60
Omega: 11.53
Rho: 91.24
 

Quote data

Open: 0.450
High: 0.460
Low: 0.450
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -32.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.460
1M High / 1M Low: 0.680 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -