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

Frankfurt Zert./BNP
27/06/2024  18:21:07 Chg.+0.250 Bid19:06:59 Ask19:06:59 Underlying Strike price Expiration date Option type
4.930EUR +5.34% 4.970
Bid Size: 7,000		 5.020
Ask Size: 7,000		 DOW JONES INDUSTRIAL... 39,000.00 - 19/07/2024 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: 19/07/2024
Issue date: 11/12/2023
Last trading day: 18/07/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 81.69
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 1.28
Implied volatility: 0.09
Historic volatility: 0.10
Parity: 1.28
Time value: 3.51
Break-even: 39,479.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 1.05%
Delta: 0.60
Theta: -10.30
Omega: 48.79
Rho: 13.80
 

Quote data

Open: 4.470
High: 4.930
Low: 4.250
Previous Close: 4.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.60%
1 Month
  -9.21%
3 Months
  -34.44%
YTD
  -11.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.820 4.680
1M High / 1M Low: 5.820 2.870
6M High / 6M Low: 7.630 2.870
High (YTD): 21/03/2024 7.630
Low (YTD): 30/05/2024 2.870
52W High: - -
52W Low: - -
Avg. price 1W:   5.036
Avg. volume 1W:   0.000
Avg. price 1M:   4.206
Avg. volume 1M:   0.000
Avg. price 6M:   5.582
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.25%
Volatility 6M:   142.23%
Volatility 1Y:   -
Volatility 3Y:   -