BNP Paribas Call 54000 DJI2MN 17..../  DE000PC7UC46  /

Frankfurt Zert./BNP
20/09/2024  21:20:24 Chg.-0.010 Bid21:57:08 Ask21:57:08 Underlying Strike price Expiration date Option type
1.710EUR -0.58% 1.720
Bid Size: 23,000
1.740
Ask Size: 23,000
Dow Jones Industrial... 54,000.00 USD 17/09/2027 Call
 

Master data

WKN: PC7UC4
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: 17/09/2027
Issue date: 08/04/2024
Last trading day: 16/09/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 21.66
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.09
Parity: -10.69
Time value: 1.74
Break-even: 50,113.01
Moneyness: 0.78
Premium: 0.33
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.16%
Delta: 0.32
Theta: -2.52
Omega: 6.95
Rho: 309.68
 

Quote data

Open: 1.710
High: 1.740
Low: 1.710
Previous Close: 1.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.62%
1 Month  
+12.50%
3 Months  
+6.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.610
1M High / 1M Low: 1.720 1.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.664
Avg. volume 1W:   0.000
Avg. price 1M:   1.569
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -