BNP Paribas Call 53000 DJI2MN 18..../  DE000PC7UCN0  /

Frankfurt Zert./BNP
9/20/2024  9:20:14 PM Chg.-0.010 Bid9:57:08 PM Ask9:57:08 PM Underlying Strike price Expiration date Option type
0.870EUR -1.14% 0.880
Bid Size: 30,000
0.900
Ask Size: 30,000
Dow Jones Industrial... 53,000.00 USD 12/18/2026 Call
 

Master data

WKN: PC7UCN
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: 12/18/2026
Issue date: 4/8/2024
Last trading day: 12/17/2026
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 41.87
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.09
Parity: -9.80
Time value: 0.90
Break-even: 48,377.21
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.27%
Delta: 0.24
Theta: -2.09
Omega: 9.85
Rho: 178.51
 

Quote data

Open: 0.870
High: 0.890
Low: 0.870
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.99%
1 Month  
+20.83%
3 Months  
+10.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.800
1M High / 1M Low: 0.880 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.763
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -