BNP Paribas Call 52000 DJI2MN 19..../  DE000PC4XV19  /

Frankfurt Zert./BNP
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:   -