BNP Paribas Call 45000 DJI2MN 17.06.2027
/ DE000PC5JEU8
BNP Paribas Call 45000 DJI2MN 17..../ DE000PC5JEU8 /
| 2024-05-31 9:20:25 PM |
Chg.+0.070 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.440EUR |
+2.08% |
3.570
Bid Size: 21,000 |
3.590
Ask Size: 21,000 |
Dow Jones Industrial... |
45,000.00 USD |
2027-06-17 |
Call |
Master data
| WKN: |
PC5JEU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45,000.00 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: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.09 |
| Parity: |
-5.82 |
| Time value: |
3.59 |
| Break-even: |
45,070.39 |
| Moneyness: |
0.86 |
| Premium: |
0.26 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.51 |
| Theta: |
-3.37 |
| Omega: |
5.04 |
| Rho: |
442.08 |
Quote data
| Open: |
3.360 |
| High: |
3.440 |
| Low: |
3.320 |
| Previous Close: |
3.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.71% |
| 1 Month |
|
|
-4.44% |
| 3 Months |
|
|
-15.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
3.370 |
| 1M High / 1M Low: |
4.230 |
3.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
