BNP Paribas Call 54000 DJI2MN 19.03.2027
/ DE000PC7UCT7
BNP Paribas Call 54000 DJI2MN 19..../ DE000PC7UCT7 /
9/20/2024 5:20:58 PM |
Chg.+0.01 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.02EUR |
+0.99% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
54,000.00 USD |
3/19/2027 |
Call |
Master data
WKN: |
PC7UCT |
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: |
3/19/2027 |
Issue date: |
4/8/2024 |
Last trading day: |
3/18/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
36.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.09 |
Parity: |
-10.69 |
Time value: |
1.04 |
Break-even: |
49,413.01 |
Moneyness: |
0.78 |
Premium: |
0.31 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
0.25 |
Theta: |
-2.13 |
Omega: |
8.92 |
Rho: |
205.01 |
Quote data
Open: |
1.01 |
High: |
1.03 |
Low: |
1.01 |
Previous Close: |
1.01 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
+15.91% |
3 Months |
|
|
+7.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.02 |
0.93 |
1M High / 1M Low: |
1.02 |
0.74 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |