BNP Paribas Call 42000 DJI2MN 17..../  DE000PC5JEN3  /

EUWAX
2024-05-31  5:26:28 PM Chg.-0.04 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.50EUR -0.88% -
Bid Size: -
-
Ask Size: -
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: 4.55
High: 4.55
Low: 4.50
Previous Close: 4.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.11%
1 Month
  -5.66%
3 Months
  -14.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.05 4.50
1M High / 1M Low: 5.60 4.50
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.79
Avg. volume 1W:   0.00
Avg. price 1M:   5.16
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -