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BNP Paribas Call 37000 DJI 20.09..../  DE000PC1J3S4  /

Frankfurt Zert./BNP
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:   -