BNP Paribas Call 53000 DJI2MN 19..../  DE000PC7UCU5  /

Frankfurt Zert./BNP
6/19/2024  6:20:45 PM Chg.-0.010 Bid6:53:57 PM Ask6:53:57 PM Underlying Strike price Expiration date Option type
1.000EUR -0.99% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 53,000.00 USD 3/19/2027 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: 3/19/2027
Issue date: 4/8/2024
Last trading day: 3/18/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 34.77
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -13.19
Time value: 1.04
Break-even: 50,393.97
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.23
Theta: -2.04
Omega: 7.92
Rho: 197.72
 

Quote data

Open: 1.010
High: 1.010
Low: 1.000
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -28.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 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:   1.012
Avg. volume 1W:   0.000
Avg. price 1M:   1.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -