BNP Paribas Call 53000 DJI2MN 17.06.2027
/ DE000PC7UCZ4
BNP Paribas Call 53000 DJI2MN 17..../ DE000PC7UCZ4 /
| 20/06/2024 12:20:49 |
Chg.+0.030 |
Bid20/06/2024 |
Ask20/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+2.27% |
1.350
Bid Size: 24,000 |
1.370
Ask Size: 24,000 |
Dow Jones Industrial... |
53,000.00 USD |
17/06/2027 |
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: |
17/06/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
16/06/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
26.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.09 |
| Parity: |
-13.18 |
| Time value: |
1.34 |
| Break-even: |
50,655.86 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.26 |
| Theta: |
-2.23 |
| Omega: |
7.09 |
| Rho: |
243.80 |
Quote data
| Open: |
1.340 |
| High: |
1.350 |
| Low: |
1.340 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-22.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.300 |
| 1M High / 1M Low: |
1.740 |
1.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
