BNP Paribas Call 53000 DJI2MN 17.06.2027
/ DE000PC7UCZ4
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UCZ4 /
9/20/2024 9:20:12 PM |
Chg.-0.020 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
-1.28% |
1.540 Bid Size: 24,000 |
1.560 Ask Size: 24,000 |
Dow Jones Industrial... |
53,000.00 USD |
6/17/2027 |
Call |
Master data
WKN: |
PC7UCZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
53,000.00 USD |
Maturity: |
6/17/2027 |
Issue date: |
4/8/2024 |
Last trading day: |
6/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
24.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.09 |
Parity: |
-9.80 |
Time value: |
1.56 |
Break-even: |
49,037.21 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.30% |
Delta: |
0.31 |
Theta: |
-2.49 |
Omega: |
7.57 |
Rho: |
280.79 |
Quote data
Open: |
1.540 |
High: |
1.560 |
Low: |
1.530 |
Previous Close: |
1.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+14.93% |
3 Months |
|
|
+8.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.560 |
1.450 |
1M High / 1M Low: |
1.560 |
1.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |