BNP Paribas Call 51000 DJI2MN 19..../  DE000PC4XV01  /

EUWAX
6/11/2024  12:24:08 PM Chg.-0.02 Bid1:10:15 PM Ask1:10:15 PM Underlying Strike price Expiration date Option type
1.40EUR -1.41% 1.40
Bid Size: 25,000
1.42
Ask Size: 25,000
Dow Jones Industrial... 51,000.00 USD 3/19/2027 Call
 

Master data

WKN: PC4XV0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 51,000.00 USD
Maturity: 3/19/2027
Issue date: 2/9/2024
Last trading day: 3/18/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 24.73
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -11.27
Time value: 1.46
Break-even: 48,842.80
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.39%
Delta: 0.29
Theta: -2.45
Omega: 7.19
Rho: 250.45
 

Quote data

Open: 1.43
High: 1.43
Low: 1.40
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month
  -18.60%
3 Months
  -14.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.36
1M High / 1M Low: 1.84 1.30
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -