BNP Paribas Call 53000 DJI2MN 17..../  DE000PC7UDB3  /

EUWAX
6/19/2024  5:22:20 PM Chg.0.00 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
2.06EUR 0.00% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 53,000.00 USD 12/17/2027 Call
 

Master data

WKN: PC7UDB
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: 12/17/2027
Issue date: 4/8/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 17.46
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -13.18
Time value: 2.07
Break-even: 51,385.86
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.33
Theta: -2.56
Omega: 5.75
Rho: 343.41
 

Quote data

Open: 2.07
High: 2.07
Low: 2.06
Previous Close: 2.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.49%
1 Month
  -22.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.06 2.01
1M High / 1M Low: 2.67 2.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -