BNP Paribas Call 46000 DJI2MN 17.06.2027
/ DE000PC5JEV6
BNP Paribas Call 46000 DJI2MN 17..../ DE000PC5JEV6 /
2024-05-31 9:20:25 PM |
Chg.+0.070 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.090EUR |
+2.32% |
3.220 Bid Size: 21,000 |
3.240 Ask Size: 21,000 |
Dow Jones Industrial... |
46,000.00 USD |
2027-06-17 |
Call |
Master data
WKN: |
PC5JEV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46,000.00 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: |
11.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.09 |
Parity: |
-6.74 |
Time value: |
3.23 |
Break-even: |
45,632.18 |
Moneyness: |
0.84 |
Premium: |
0.28 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.62% |
Delta: |
0.48 |
Theta: |
-3.26 |
Omega: |
5.26 |
Rho: |
418.77 |
Quote data
Open: |
3.020 |
High: |
3.090 |
Low: |
2.980 |
Previous Close: |
3.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.17% |
1 Month |
|
|
-4.92% |
3 Months |
|
|
-16.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.420 |
3.020 |
1M High / 1M Low: |
3.840 |
3.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.519 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |