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

EUWAX
20/09/2024  17:21:00 Chg.+0.01 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
1.77EUR +0.57% -
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: 20.93
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.09
Parity: -10.69
Time value: 1.80
Break-even: 50,173.01
Moneyness: 0.78
Premium: 0.33
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.12%
Delta: 0.33
Theta: -2.43
Omega: 6.93
Rho: 345.71
 

Quote data

Open: 1.76
High: 1.79
Low: 1.76
Previous Close: 1.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.94%
1 Month
  -7.33%
3 Months
  -11.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.77 1.64
1M High / 1M Low: 2.10 1.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   869.57
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -