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BNP Paribas Call 34200 DJI2MN 16..../  DE000PN9GDC3  /

Frankfurt Zert./BNP
2024-06-28  9:20:20 PM Chg.-0.120 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
4.740EUR -2.47% 4.830
Bid Size: 28,000		 4.850
Ask Size: 28,000		 Dow Jones Industrial... 34,200.00 USD 2024-08-16 Call
 

Master data

WKN: PN9GDC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 34,200.00 USD
Maturity: 2024-08-16
Issue date: 2023-10-10
Last trading day: 2024-08-15
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 4.74
Intrinsic value: 4.59
Implied volatility: 0.26
Historic volatility: 0.09
Parity: 4.59
Time value: 0.25
Break-even: 36,761.00
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.41%
Delta: 0.94
Theta: -7.31
Omega: 7.07
Rho: 38.66
 

Quote data

Open: 4.930
High: 5.050
Low: 4.740
Previous Close: 4.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+8.72%
3 Months
  -18.28%
YTD  
+8.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.150 4.740
1M High / 1M Low: 5.150 4.070
6M High / 6M Low: 5.830 3.890
High (YTD): 2024-03-21 5.830
Low (YTD): 2024-01-17 3.890
52W High: - -
52W Low: - -
Avg. price 1W:   4.908
Avg. volume 1W:   0.000
Avg. price 1M:   4.628
Avg. volume 1M:   0.000
Avg. price 6M:   4.783
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.86%
Volatility 6M:   63.66%
Volatility 1Y:   -
Volatility 3Y:   -