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

EUWAX
2024-06-28  5:15:40 PM Chg.+0.05 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.73EUR +1.36% -
Bid Size: -		 -
Ask Size: -		 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 (2 Minute) Price
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: 10.20
Leverage: Yes

Calculated values

Fair value: 3.54
Intrinsic value: 3.47
Implied volatility: 0.26
Historic volatility: 0.09
Parity: 3.47
Time value: 0.11
Break-even: 36,621.03
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.56%
Delta: 0.95
Theta: -8.47
Omega: 9.74
Rho: 17.14
 

Quote data

Open: 3.66
High: 3.82
Low: 3.64
Previous Close: 3.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.54%
1 Month  
+17.67%
3 Months
  -19.61%
YTD  
+11.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.00 3.57
1M High / 1M Low: 4.00 2.82
6M High / 6M Low: 4.69 2.80
High (YTD): 2024-03-21 4.69
Low (YTD): 2024-04-25 2.80
52W High: - -
52W Low: - -
Avg. price 1W:   3.73
Avg. volume 1W:   0.00
Avg. price 1M:   3.36
Avg. volume 1M:   0.00
Avg. price 6M:   3.63
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.85%
Volatility 6M:   82.53%
Volatility 1Y:   -
Volatility 3Y:   -