BNP Paribas Call 52000 DJI2MN 19.03.2027
/ DE000PC4XV19
BNP Paribas Call 52000 DJI2MN 19..../ DE000PC4XV19 /
9/20/2024 9:20:24 PM |
Chg.-0.020 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.380EUR |
-1.43% |
1.390 Bid Size: 25,000 |
1.410 Ask Size: 25,000 |
Dow Jones Industrial... |
52,000.00 USD |
3/19/2027 |
Call |
Master data
WKN: |
PC4XV1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52,000.00 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: |
26.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.09 |
Parity: |
-8.90 |
Time value: |
1.41 |
Break-even: |
47,991.42 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.44% |
Delta: |
0.31 |
Theta: |
-2.49 |
Omega: |
8.24 |
Rho: |
254.43 |
Quote data
Open: |
1.380 |
High: |
1.410 |
Low: |
1.380 |
Previous Close: |
1.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.29% |
1 Month |
|
|
+16.95% |
3 Months |
|
|
+11.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.400 |
1.290 |
1M High / 1M Low: |
1.400 |
1.070 |
6M High / 6M Low: |
1.710 |
1.010 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.330 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.80% |
Volatility 6M: |
|
76.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |