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

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
4.09EUR -0.97% -
Bid Size: -
-
Ask Size: -
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: 4.13
High: 4.13
Low: 4.08
Previous Close: 4.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.61%
1 Month
  -5.98%
3 Months
  -15.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.61 4.09
1M High / 1M Low: 5.14 4.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.36
Avg. volume 1W:   0.00
Avg. price 1M:   4.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -