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BNP Paribas Call 39000 DJI 20.09..../  DE000PC1J3T2  /

Frankfurt Zert./BNP
6/28/2024  7:20:39 PM Chg.+0.080 Bid7:48:12 PM Ask7:48:12 PM Underlying Strike price Expiration date Option type
6.390EUR +1.27% 6.230
Bid Size: 12,000		 6.280
Ask Size: 12,000		 DOW JONES INDUSTRIAL... 39,000.00 - 9/20/2024 Call
 

Master data

WKN: PC1J3T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 39,000.00 -
Maturity: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 60.63
Leverage: Yes

Calculated values

Fair value: 9.80
Intrinsic value: 1.64
Implied volatility: 0.05
Historic volatility: 0.10
Parity: 1.64
Time value: 4.82
Break-even: 39,646.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.78%
Delta: 0.72
Theta: -4.51
Omega: 43.46
Rho: 63.13
 

Quote data

Open: 6.460
High: 6.710
Low: 6.320
Previous Close: 6.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.54%
1 Month  
+6.15%
3 Months
  -18.08%
YTD  
+2.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.920 6.310
1M High / 1M Low: 6.920 4.750
6M High / 6M Low: 7.900 4.750
High (YTD): 3/21/2024 7.900
Low (YTD): 5/30/2024 4.750
52W High: - -
52W Low: - -
Avg. price 1W:   6.502
Avg. volume 1W:   0.000
Avg. price 1M:   5.887
Avg. volume 1M:   0.000
Avg. price 6M:   6.486
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.18%
Volatility 6M:   79.95%
Volatility 1Y:   -
Volatility 3Y:   -