BNP Paribas Call 42000 DJI2MN 17.06.2027
/ DE000PC5JEN3
BNP Paribas Call 42000 DJI2MN 17..../ DE000PC5JEN3 /
| 2024-05-31 9:20:15 PM |
Chg.+0.090 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
+1.98% |
4.800
Bid Size: 22,000 |
4.820
Ask Size: 22,000 |
Dow Jones Industrial... |
42,000.00 USD |
2027-06-17 |
Call |
Master data
| WKN: |
PC5JEN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,000.00 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: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
-3.05 |
| Time value: |
4.81 |
| Break-even: |
43,525.03 |
| Moneyness: |
0.92 |
| Premium: |
0.22 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.60 |
| Theta: |
-3.59 |
| Omega: |
4.46 |
| Rho: |
506.37 |
Quote data
| Open: |
4.550 |
| High: |
4.640 |
| Low: |
4.500 |
| Previous Close: |
4.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.48% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-12.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.040 |
4.550 |
| 1M High / 1M Low: |
5.550 |
4.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
