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BNP Paribas Call 38000 DJI 20.09..../  DE000PN45KF9  /

Frankfurt Zert./BNP
09/07/2024  13:21:03 Chg.+0.040 Bid14:05:18 Ask14:05:18 Underlying Strike price Expiration date Option type
8.040EUR +0.50% 8.050
Bid Size: 15,000		 8.100
Ask Size: 15,000		 DOW JONES INDUSTRIAL... 38,000.00 - 20/09/2024 Call
 

Master data

WKN: PN45KF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 38,000.00 -
Maturity: 20/09/2024
Issue date: 22/06/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 49.00
Leverage: Yes

Calculated values

Fair value: 17.54
Intrinsic value: 13.45
Implied volatility: -
Historic volatility: 0.09
Parity: 13.45
Time value: -5.42
Break-even: 38,803.00
Moneyness: 1.04
Premium: -0.01
Premium p.a.: -0.07
Spread abs.: 0.05
Spread %: 0.63%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.060
High: 8.080
Low: 8.020
Previous Close: 8.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.12%
1 Month  
+5.51%
3 Months  
+5.10%
YTD  
+12.29%
1 Year  
+34.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.050 7.970
1M High / 1M Low: 8.180 7.160
6M High / 6M Low: 8.510 6.560
High (YTD): 17/05/2024 8.510
Low (YTD): 15/04/2024 6.560
52W High: 17/05/2024 8.510
52W Low: 27/10/2023 2.390
Avg. price 1W:   8.008
Avg. volume 1W:   0.000
Avg. price 1M:   7.762
Avg. volume 1M:   0.000
Avg. price 6M:   7.680
Avg. volume 6M:   0.000
Avg. price 1Y:   6.734
Avg. volume 1Y:   0.000
Volatility 1M:   41.08%
Volatility 6M:   48.54%
Volatility 1Y:   72.53%
Volatility 3Y:   -