BNP Paribas Call 54000 DJI2MN 17..../  DE000PC7UCY7  /

Frankfurt Zert./BNP
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:   -