BNP Paribas Call 53000 DJI2MN 19.03.2027
/ DE000PC7UCU5
BNP Paribas Call 53000 DJI2MN 19..../ DE000PC7UCU5 /
| 20/06/2024 11:20:52 |
Chg.+0.020 |
Bid11:40:00 |
Ask11:40:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+2.00% |
1.020
Bid Size: 27,000 |
1.040
Ask Size: 27,000 |
Dow Jones Industrial... |
53,000.00 USD |
19/03/2027 |
Call |
Master data
| WKN: |
PC7UCU |
| 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: |
19/03/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
18/03/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
35.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.09 |
| Parity: |
-13.18 |
| Time value: |
1.02 |
| Break-even: |
50,335.86 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.23 |
| Theta: |
-2.02 |
| Omega: |
8.00 |
| Rho: |
195.77 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.990 |
| 1M High / 1M Low: |
1.360 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
