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BNP Paribas Call 35400 DJI2MN 19..../  DE000PN9GCB7  /

Frankfurt Zert./BNP
2024-07-10  5:20:16 PM Chg.+0.080 Bid6:13:46 PM Ask6:13:46 PM Underlying Strike price Expiration date Option type
3.700EUR +2.21% 3.770
Bid Size: 27,000		 3.790
Ask Size: 27,000		 DOW JONES INDUSTRIAL... 35,400.00 USD 2024-07-19 Call
 

Master data

WKN: PN9GCB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 35,400.00 USD
Maturity: 2024-07-19
Issue date: 2023-10-10
Last trading day: 2024-07-18
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 9.90
Leverage: Yes

Calculated values

Fair value: 3.63
Intrinsic value: 3.60
Implied volatility: 0.40
Historic volatility: 0.09
Parity: 3.60
Time value: 0.07
Break-even: 36,404.43
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.96
Theta: -14.83
Omega: 9.47
Rho: 7.66
 

Quote data

Open: 3.620
High: 3.700
Low: 3.620
Previous Close: 3.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.27%
1 Month  
+7.56%
3 Months  
+6.63%
YTD  
+10.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.730 3.620
1M High / 1M Low: 3.890 3.150
6M High / 6M Low: 4.670 2.850
High (YTD): 2024-03-21 4.670
Low (YTD): 2024-01-17 2.850
52W High: - -
52W Low: - -
Avg. price 1W:   3.686
Avg. volume 1W:   0.000
Avg. price 1M:   3.537
Avg. volume 1M:   0.000
Avg. price 6M:   3.651
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.52%
Volatility 6M:   82.26%
Volatility 1Y:   -
Volatility 3Y:   -