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

Frankfurt Zert./BNP
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:   -