BNP Paribas Call 55000 DJI2MN 17..../  DE000PC9YKV4  /

Frankfurt Zert./BNP
2024-06-20  8:20:39 AM Chg.+0.020 Bid2024-06-20 Ask2024-06-20 Underlying Strike price Expiration date Option type
1.700EUR +1.19% 1.700
Bid Size: 22,000
1.720
Ask Size: 22,000
Dow Jones Industrial... 55,000.00 USD 2027-12-17 Call
 

Master data

WKN: PC9YKV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 55,000.00 USD
Maturity: 2027-12-17
Issue date: 2024-05-16
Last trading day: 2027-12-16
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 21.26
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.09
Parity: -15.04
Time value: 1.70
Break-even: 52,876.83
Moneyness: 0.71
Premium: 0.46
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.19%
Delta: 0.29
Theta: -2.33
Omega: 6.06
Rho: 300.46
 

Quote data

Open: 1.700
High: 1.700
Low: 1.700
Previous Close: 1.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.59%
1 Month
  -20.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.660
1M High / 1M Low: 2.150 1.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.686
Avg. volume 1W:   0.000
Avg. price 1M:   1.820
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -