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BNP Paribas Call 40000 DJI 19.07..../  DE000PC1J215  /

Frankfurt Zert./BNP
2024-07-05  9:20:16 PM Chg.-0.070 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.910EUR -7.14% 0.960
Bid Size: 3,125		 1.010
Ask Size: 3,000		 DOW JONES INDUSTRIAL... 40,000.00 - 2024-07-19 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: 2024-07-19
Issue date: 2023-12-11
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 389.86
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.09
Parity: -6.24
Time value: 1.01
Break-even: 40,101.00
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.23
Theta: -9.79
Omega: 89.80
Rho: 3.20
 

Quote data

Open: 0.980
High: 0.980
Low: 0.660
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month
  -43.13%
3 Months
  -79.03%
YTD
  -77.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.880
1M High / 1M Low: 2.340 0.880
6M High / 6M Low: 6.200 0.880
High (YTD): 2024-03-21 6.200
Low (YTD): 2024-07-01 0.880
52W High: - -
52W Low: - -
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   1.273
Avg. volume 1M:   0.000
Avg. price 6M:   3.428
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.33%
Volatility 6M:   242.51%
Volatility 1Y:   -
Volatility 3Y:   -