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BNP Paribas Call 39000 DJI 19.07..../  DE000PC1J207  /

Frankfurt Zert./BNP
2024-07-05  9:20:21 PM Chg.-0.100 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
4.780EUR -2.05% 4.870
Bid Size: 6,000		 4.920
Ask Size: 6,000		 DOW JONES INDUSTRIAL... 39,000.00 - 2024-07-19 Call
 

Master data

WKN: PC1J20
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 39,000.00 -
Maturity: 2024-07-19
Issue date: 2023-12-11
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 79.39
Leverage: Yes

Calculated values

Fair value: 5.40
Intrinsic value: 3.76
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 3.76
Time value: 1.20
Break-even: 39,496.00
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 1.02%
Delta: 0.78
Theta: -9.30
Omega: 62.09
Rho: 10.79
 

Quote data

Open: 4.900
High: 4.900
Low: 4.170
Previous Close: 4.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.63%
1 Month  
+3.24%
3 Months
  -22.40%
YTD
  -14.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.880 4.230
1M High / 1M Low: 5.820 3.190
6M High / 6M Low: 7.630 2.870
High (YTD): 2024-03-21 7.630
Low (YTD): 2024-05-30 2.870
52W High: - -
52W Low: - -
Avg. price 1W:   4.678
Avg. volume 1W:   0.000
Avg. price 1M:   4.379
Avg. volume 1M:   0.000
Avg. price 6M:   5.537
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.75%
Volatility 6M:   144.97%
Volatility 1Y:   -
Volatility 3Y:   -