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

Frankfurt Zert./BNP
8/2/2024  9:20:30 PM Chg.-0.590 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
7.780EUR -7.05% 7.890
Bid Size: 24,000		 7.940
Ask Size: 24,000		 DOW JONES INDUSTRIAL... 38,000.00 - 9/20/2024 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: 9/20/2024
Issue date: 6/22/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 47.25
Leverage: Yes

Calculated values

Fair value: 25.53
Intrinsic value: 23.48
Implied volatility: -
Historic volatility: 0.10
Parity: 23.48
Time value: -14.94
Break-even: 38,854.00
Moneyness: 1.06
Premium: -0.04
Premium p.a.: -0.25
Spread abs.: 0.05
Spread %: 0.59%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.340
High: 8.340
Low: 7.440
Previous Close: 8.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.27%
1 Month
  -3.35%
3 Months  
+11.14%
YTD  
+8.66%
1 Year
  -0.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.860 8.370
1M High / 1M Low: 8.860 7.870
6M High / 6M Low: 8.860 6.560
High (YTD): 7/31/2024 8.860
Low (YTD): 4/15/2024 6.560
52W High: 7/31/2024 8.860
52W Low: 10/27/2023 2.390
Avg. price 1W:   8.658
Avg. volume 1W:   0.000
Avg. price 1M:   8.429
Avg. volume 1M:   0.000
Avg. price 6M:   7.865
Avg. volume 6M:   0.000
Avg. price 1Y:   6.826
Avg. volume 1Y:   0.000
Volatility 1M:   37.74%
Volatility 6M:   48.25%
Volatility 1Y:   72.14%
Volatility 3Y:   -