BNP Paribas Call 54000 DJI2MN 17.06.2027
/ DE000PC7UCY7
BNP Paribas Call 54000 DJI2MN 17..../ DE000PC7UCY7 /
2024-04-30 9:20:23 PM |
Chg.-0.060 |
Bid9:57:05 PM |
Ask9:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
-4.48% |
1.270 Bid Size: 25,000 |
1.290 Ask Size: 25,000 |
Dow Jones Industrial... |
54,000.00 USD |
2027-06-17 |
Call |
Master data
WKN: |
PC7UCY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54,000.00 USD |
Maturity: |
2027-06-17 |
Issue date: |
2024-04-08 |
Last trading day: |
2027-06-16 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
27.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.09 |
Parity: |
-15.17 |
Time value: |
1.29 |
Break-even: |
51,917.93 |
Moneyness: |
0.70 |
Premium: |
0.46 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.57% |
Delta: |
0.25 |
Theta: |
-2.18 |
Omega: |
6.77 |
Rho: |
232.95 |
Quote data
Open: |
1.350 |
High: |
1.350 |
Low: |
1.280 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.19% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.360 |
1.280 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.333 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |