BNP Paribas Call 37000 DJI 20.09.2024
/ DE000PC1J3S4
BNP Paribas Call 37000 DJI 20.09..../ DE000PC1J3S4 /
8/23/2024 9:20:18 PM |
Chg.-0.020 |
Bid9:37:35 PM |
Ask9:37:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.870EUR |
-0.22% |
8.870 Bid Size: 56,000 |
8.920 Ask Size: 56,000 |
DOW JONES INDUSTRIAL... |
37,000.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC1J3S |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37,000.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
46.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
42.74 |
Intrinsic value: |
41.75 |
Implied volatility: |
- |
Historic volatility: |
0.10 |
Parity: |
41.75 |
Time value: |
-32.83 |
Break-even: |
37,892.00 |
Moneyness: |
1.11 |
Premium: |
-0.08 |
Premium p.a.: |
-0.67 |
Spread abs.: |
0.05 |
Spread %: |
0.56% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
8.900 |
High: |
8.920 |
Low: |
8.860 |
Previous Close: |
8.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.11% |
1 Month |
|
|
+0.45% |
3 Months |
|
|
+3.14% |
YTD |
|
|
+13.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.930 |
8.870 |
1M High / 1M Low: |
9.070 |
7.640 |
6M High / 6M Low: |
9.070 |
7.610 |
High (YTD): |
7/31/2024 |
9.070 |
Low (YTD): |
1/17/2024 |
7.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.543 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.21% |
Volatility 6M: |
|
31.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |