BNP Paribas Call 49000 DJI2MN 17.06.2027
/ DE000PC5JEY0
BNP Paribas Call 49000 DJI2MN 17..../ DE000PC5JEY0 /
| 2024-05-31 9:20:21 PM |
Chg.+0.050 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+2.33% |
2.290
Bid Size: 22,000 |
2.310
Ask Size: 22,000 |
Dow Jones Industrial... |
49,000.00 USD |
2027-06-17 |
Call |
Master data
| WKN: |
PC5JEY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49,000.00 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: |
15.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.09 |
| Parity: |
-9.51 |
| Time value: |
2.31 |
| Break-even: |
47,477.53 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.38 |
| Theta: |
-2.89 |
| Omega: |
5.93 |
| Rho: |
346.25 |
Quote data
| Open: |
2.150 |
| High: |
2.200 |
| Low: |
2.120 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
-6.38% |
| 3 Months |
|
|
-19.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
2.150 |
| 1M High / 1M Low: |
2.810 |
2.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
