Market Closed - Euronext Paris 11:00:00 27/03/2024 pm IST | ||
17.79 EUR | +5.27% |
|
1 month | +65.18% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | DAX |
Issuer | ![]() |
PS64C | |
ISIN | DE000KJ3NEF4 |
Date issued | 02/01/2024 |
Strike | 17,400 PTS |
Maturity | 20/09/2024 (82 Days) |
Parity | 100 : 1 |
Emission price | 8.16 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 17.92 € |
---|---|
Lowest since issue | 5.41 € |
Delta | 0.75x |
Omega | 7.782 |
Premium | 3.8x |
Gearing | 10.38x |
Moneyness | 1.062 |
Difference Strike | -835.5 PTS |
Difference Strike % | -4.80% |
Spread | 0.01 € |
Spread % | 0.06% |
Theoretical value | 17.80 |
Implied Volatility | 18.57 % |
Total Loss Probability | 29.34 % |
Intrinsic value | 10.77 |
Present value | 7.024 |
Break even | 19,179.50 € |
Theta | -0.24x |
Vega | 0.41x |
Rho | 0.62x |
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