BNP Paribas Call 50000 DJI 17.06.2027
/ DE000PC5JEZ7
BNP Paribas Call 50000 DJI 17.06..../ DE000PC5JEZ7 /
1/24/2025 5:28:34 PM |
Chg.0.00 |
Bid10:00:11 PM |
Ask10:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.42EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
DOW JONES INDUSTRIAL... |
50,000.00 - |
6/17/2027 |
Call |
Master data
WKN: |
PC5JEZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50,000.00 - |
Maturity: |
6/17/2027 |
Issue date: |
2/23/2024 |
Last trading day: |
6/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
-5.58 |
Time value: |
3.40 |
Break-even: |
53,400.00 |
Moneyness: |
0.89 |
Premium: |
0.20 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.59% |
Delta: |
0.47 |
Theta: |
-3.81 |
Omega: |
6.08 |
Rho: |
412.85 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.42 |
Previous Close: |
3.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.92% |
1 Month |
|
|
+14.77% |
3 Months |
|
|
+33.07% |
YTD |
|
|
+14.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.42 |
3.10 |
1M High / 1M Low: |
3.42 |
2.63 |
6M High / 6M Low: |
3.92 |
1.69 |
High (YTD): |
1/24/2025 |
3.42 |
Low (YTD): |
1/10/2025 |
2.63 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.97% |
Volatility 6M: |
|
79.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |