BNP Paribas Call 50000 DJI 17.06..../  DE000PC5JEZ7  /

EUWAX
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:   -