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

EUWAX
7/5/2024  5:17:54 PM Chg.-0.100 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.860EUR -10.42% -
Bid Size: -		 -
Ask Size: -		 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: 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: 0.990
High: 0.990
Low: 0.670
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.28%
1 Month
  -51.96%
3 Months
  -77.78%
YTD
  -79.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.830
1M High / 1M Low: 1.990 0.830
6M High / 6M Low: 6.220 0.830
High (YTD): 3/21/2024 6.220
Low (YTD): 7/2/2024 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   1.281
Avg. volume 1M:   0.000
Avg. price 6M:   3.461
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   407.50%
Volatility 6M:   252.54%
Volatility 1Y:   -
Volatility 3Y:   -