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BNP Paribas Call 42000 DJI2MN 19..../  DE000PN6M140  /

Frankfurt Zert./BNP
2024-07-25  1:20:40 PM Chg.-0.080 Bid1:40:24 PM Ask1:40:24 PM Underlying Strike price Expiration date Option type
8.770EUR -0.90% 8.770
Bid Size: 32,000		 8.820
Ask Size: 32,000		 Dow Jones Industrial... 42,000.00 - 2025-12-19 Call
 

Master data

WKN: PN6M14
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,000.00 -
Maturity: 2025-12-19
Issue date: 2023-08-02
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 45.03
Leverage: Yes

Calculated values

Fair value: 17.98
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.10
Parity: -21.46
Time value: 8.85
Break-even: 42,885.00
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.57%
Delta: 0.50
Theta: -2.78
Omega: 22.52
Rho: 266.98
 

Quote data

Open: 8.790
High: 8.840
Low: 8.750
Previous Close: 8.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.94%
1 Month  
+2.33%
3 Months  
+7.48%
YTD  
+9.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.170 8.850
1M High / 1M Low: 9.170 8.400
6M High / 6M Low: 9.170 7.770
High (YTD): 2024-07-23 9.170
Low (YTD): 2024-01-17 7.360
52W High: - -
52W Low: - -
Avg. price 1W:   9.084
Avg. volume 1W:   0.000
Avg. price 1M:   8.776
Avg. volume 1M:   0.000
Avg. price 6M:   8.618
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   22.43%
Volatility 6M:   33.31%
Volatility 1Y:   -
Volatility 3Y:   -