BNP Paribas Call 54000 DJI2MN 17..../  DE000PC7UDA5  /

Frankfurt Zert./BNP
19/06/2024  18:20:45 Chg.0.000 Bid19/06/2024 Ask19/06/2024 Underlying Strike price Expiration date Option type
1.860EUR 0.00% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 54,000.00 USD 17/12/2027 Call
 

Master data

WKN: PC7UDA
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: 17/12/2027
Issue date: 08/04/2024
Last trading day: 16/12/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 19.03
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -14.12
Time value: 1.90
Break-even: 52,185.18
Moneyness: 0.72
Premium: 0.44
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.06%
Delta: 0.31
Theta: -2.46
Omega: 5.87
Rho: 323.28
 

Quote data

Open: 1.880
High: 1.880
Low: 1.860
Previous Close: 1.860
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.900 1.830
1M High / 1M Low: 2.370 1.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.862
Avg. volume 1W:   0.000
Avg. price 1M:   2.007
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -