BNP Paribas Call 54000 DJI2MN 17.09.2027
/ DE000PC7UC46
BNP Paribas Call 54000 DJI2MN 17..../ DE000PC7UC46 /
1/9/2025 3:17:08 PM |
Chg.-0.010 |
Bid3:25:26 PM |
Ask3:25:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
-0.49% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
54,000.00 USD |
9/17/2027 |
Call |
Master data
WKN: |
PC7UC4 |
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: |
9/17/2027 |
Issue date: |
4/8/2024 |
Last trading day: |
9/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.11 |
Parity: |
-11.02 |
Time value: |
2.10 |
Break-even: |
54,459.32 |
Moneyness: |
0.79 |
Premium: |
0.32 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.96% |
Delta: |
0.33 |
Theta: |
-2.96 |
Omega: |
6.43 |
Rho: |
306.46 |
Quote data
Open: |
2.060 |
High: |
2.090 |
Low: |
2.050 |
Previous Close: |
2.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.49% |
1 Month |
|
|
-25.18% |
3 Months |
|
|
+4.06% |
YTD |
|
|
-8.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.140 |
2.040 |
1M High / 1M Low: |
2.750 |
2.040 |
6M High / 6M Low: |
3.000 |
1.290 |
High (YTD): |
1/3/2025 |
2.140 |
Low (YTD): |
1/2/2025 |
2.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.373 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.978 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.15% |
Volatility 6M: |
|
80.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |