BNP Paribas Call 54000 DJI2MN 17.06.2027
/ DE000PC7UCY7
BNP Paribas Call 54000 DJI2MN 17..../ DE000PC7UCY7 /
14/06/2024 21:20:25 |
Chg.-0.020 |
Bid21:50:32 |
Ask21:50:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
-1.71% |
1.150 Bid Size: 27,000 |
1.170 Ask Size: 27,000 |
Dow Jones Industrial... |
54,000.00 USD |
17/06/2027 |
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: |
17/06/2027 |
Issue date: |
08/04/2024 |
Last trading day: |
16/06/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
30.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.09 |
Parity: |
-14.40 |
Time value: |
1.17 |
Break-even: |
51,614.66 |
Moneyness: |
0.71 |
Premium: |
0.43 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.74% |
Delta: |
0.24 |
Theta: |
-2.07 |
Omega: |
7.26 |
Rho: |
219.94 |
Quote data
Open: |
1.160 |
High: |
1.160 |
Low: |
1.100 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.45% |
1 Month |
|
|
-27.22% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.260 |
1.150 |
1M High / 1M Low: |
1.590 |
1.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.318 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |