BNP Paribas Call 35000 DJI2MN 17.09.2027
/ DE000PC7UC61
BNP Paribas Call 35000 DJI2MN 17..../ DE000PC7UC61 /
| 1/9/2025 3:12:04 PM |
Chg.+0.11 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.54EUR |
+0.96% |
-
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: |
11.52 |
| High: |
11.62 |
| Low: |
11.52 |
| Previous Close: |
11.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.77% |
| 1 Month |
|
|
-10.54% |
| 3 Months |
|
|
+10.01% |
| YTD |
|
|
-2.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.90 |
11.43 |
| 1M High / 1M Low: |
12.95 |
11.43 |
| 6M High / 6M Low: |
13.33 |
8.01 |
| High (YTD): |
1/6/2025 |
11.90 |
| Low (YTD): |
1/8/2025 |
11.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.31% |
| Volatility 6M: |
|
40.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |