BNP Paribas Call 38000 DJI2MN 17.06.2027
/ DE000PC5JEJ1
BNP Paribas Call 38000 DJI2MN 17..../ DE000PC5JEJ1 /
| 2024-05-31 5:26:29 PM |
Chg.-0.04 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.40EUR |
-0.62% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
38,000.00 USD |
2027-06-17 |
Call |
Master data
| WKN: |
PC5JEJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38,000.00 USD |
| Maturity: |
2027-06-17 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2027-06-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
0.63 |
| Time value: |
6.14 |
| Break-even: |
41,797.88 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.72 |
| Theta: |
-3.65 |
| Omega: |
3.78 |
| Rho: |
572.78 |
Quote data
| Open: |
6.45 |
| High: |
6.45 |
| Low: |
6.39 |
| Previous Close: |
6.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.99% |
| 1 Month |
|
|
-4.05% |
| 3 Months |
|
|
-10.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.03 |
6.40 |
| 1M High / 1M Low: |
7.66 |
6.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
