BNP Paribas Call 43000 DJI2MN 17..../  DE000PC5JEQ6  /

Frankfurt Zert./BNP
2024-05-31  9:20:25 PM Chg.+0.080 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
4.210EUR +1.94% 4.370
Bid Size: 21,000
4.390
Ask Size: 21,000
Dow Jones Industrial... 43,000.00 USD 2027-06-17 Call
 

Master data

WKN: PC5JEQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 43,000.00 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: 8.18
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.09
Parity: -3.98
Time value: 4.36
Break-even: 43,996.82
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.57
Theta: -3.52
Omega: 4.67
Rho: 486.42
 

Quote data

Open: 4.130
High: 4.210
Low: 4.080
Previous Close: 4.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.87%
1 Month
  -3.88%
3 Months
  -13.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.600 4.130
1M High / 1M Low: 5.090 4.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.354
Avg. volume 1W:   0.000
Avg. price 1M:   4.711
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -