BNP Paribas Call 51000 DJI2MN 19.03.2027
/ DE000PC4XV01
BNP Paribas Call 51000 DJI2MN 19..../ DE000PC4XV01 /
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: |
|
- |