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

EUWAX
2024-07-09  9:04:00 AM Chg.-0.08 Bid10:08:50 AM Ask10:08:50 AM Underlying Strike price Expiration date Option type
8.04EUR -0.99% 8.06
Bid Size: 16,000		 8.11
Ask Size: 16,000		 DOW JONES INDUSTRIAL... 38,000.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-22
Last trading day: 2024-09-19
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: 8.04
High: 8.04
Low: 8.04
Previous Close: 8.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.29%
1 Month  
+4.69%
3 Months  
+6.49%
YTD  
+12.29%
1 Year  
+33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.12 7.86
1M High / 1M Low: 8.25 7.01
6M High / 6M Low: 8.56 6.57
High (YTD): 2024-05-20 8.56
Low (YTD): 2024-04-25 6.57
52W High: 2024-05-20 8.56
52W Low: 2023-10-27 2.42
Avg. price 1W:   8.00
Avg. volume 1W:   0.00
Avg. price 1M:   7.73
Avg. volume 1M:   0.00
Avg. price 6M:   7.68
Avg. volume 6M:   11.81
Avg. price 1Y:   6.74
Avg. volume 1Y:   5.88
Volatility 1M:   47.38%
Volatility 6M:   47.68%
Volatility 1Y:   73.95%
Volatility 3Y:   -