BNP Paribas Call 40000 DJI 19.07.2024
/ DE000PC1J215
BNP Paribas Call 40000 DJI 19.07..../ DE000PC1J215 /
7/16/2024 9:14:21 AM |
Chg.-0.62 |
Bid10:31:59 AM |
Ask10:31:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.16EUR |
-16.40% |
3.12 Bid Size: 5,000 |
3.17 Ask Size: 5,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
7/19/2024 |
Call |
Master data
WKN: |
PC1J21 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40,000.00 - |
Maturity: |
7/19/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
7/18/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
118.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.76 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.14 |
Historic volatility: |
0.09 |
Parity: |
2.12 |
Time value: |
1.26 |
Break-even: |
40,338.00 |
Moneyness: |
1.01 |
Premium: |
0.00 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.05 |
Spread %: |
1.50% |
Delta: |
0.67 |
Theta: |
-34.13 |
Omega: |
79.57 |
Rho: |
2.18 |
Quote data
Open: |
3.16 |
High: |
3.16 |
Low: |
3.16 |
Previous Close: |
3.78 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+401.59% |
1 Month |
|
|
+280.72% |
3 Months |
|
|
+27.94% |
YTD |
|
|
-22.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.78 |
0.63 |
1M High / 1M Low: |
3.78 |
0.63 |
6M High / 6M Low: |
6.22 |
0.63 |
High (YTD): |
3/21/2024 |
6.22 |
Low (YTD): |
7/9/2024 |
0.63 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
776.31% |
Volatility 6M: |
|
376.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |