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BNP Paribas Call 35000 DJI2MN 17..../  DE000PC7UC61  /

Frankfurt Zert./BNP
1/9/2025  3:17:08 PM Chg.-0.030 Bid3:29:38 PM Ask3:29:38 PM Underlying Strike price Expiration date Option type
11.550EUR -0.26% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 35,000.00 USD 9/17/2027 Call
 

Master data

WKN: PC7UC6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 35,000.00 USD
Maturity: 9/17/2027
Issue date: 4/8/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 10.06
Intrinsic value: 7.40
Implied volatility: 0.22
Historic volatility: 0.11
Parity: 7.40
Time value: 4.24
Break-even: 45,576.60
Moneyness: 1.22
Premium: 0.10
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.17%
Delta: 0.82
Theta: -3.75
Omega: 2.92
Rho: 601.77
 

Quote data

Open: 11.560
High: 11.640
Low: 11.550
Previous Close: 11.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.09%
1 Month
  -10.26%
3 Months  
+8.55%
YTD
  -2.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 11.760 11.530
1M High / 1M Low: 12.870 11.530
6M High / 6M Low: 13.390 7.980
High (YTD): 1/3/2025 11.760
Low (YTD): 1/7/2025 11.530
52W High: - -
52W Low: - -
Avg. price 1W:   11.600
Avg. volume 1W:   0.000
Avg. price 1M:   12.096
Avg. volume 1M:   0.000
Avg. price 6M:   10.576
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   18.28%
Volatility 6M:   40.30%
Volatility 1Y:   -
Volatility 3Y:   -