BNP Paribas Call 42000 DJI2MN 17..../  DE000PC5JEN3  /

Frankfurt Zert./BNP
09/01/2025  15:17:09 Chg.-0.020 Bid15:29:16 Ask15:29:16 Underlying Strike price Expiration date Option type
6.570EUR -0.30% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 42,000.00 USD 17/06/2027 Call
 

Master data

WKN: PC5JEN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,000.00 USD
Maturity: 17/06/2027
Issue date: 23/02/2024
Last trading day: 16/06/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 6.22
Leverage: Yes

Calculated values

Fair value: 4.65
Intrinsic value: 0.62
Implied volatility: 0.20
Historic volatility: 0.11
Parity: 0.62
Time value: 6.03
Break-even: 47,373.92
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.67
Theta: -4.20
Omega: 4.14
Rho: 508.52
 

Quote data

Open: 6.580
High: 6.650
Low: 6.560
Previous Close: 6.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.31%
1 Month
  -15.88%
3 Months  
+7.35%
YTD
  -3.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.750 6.550
1M High / 1M Low: 7.810 6.550
6M High / 6M Low: 8.280 4.140
High (YTD): 03/01/2025 6.750
Low (YTD): 02/01/2025 6.550
52W High: - -
52W Low: - -
Avg. price 1W:   6.616
Avg. volume 1W:   0.000
Avg. price 1M:   7.099
Avg. volume 1M:   0.000
Avg. price 6M:   6.050
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.64%
Volatility 6M:   58.20%
Volatility 1Y:   -
Volatility 3Y:   -