BNP Paribas Call 56000 DJI 17.12..../  DE000PG5C0K1  /

EUWAX
24/01/2025  17:21:05 Chg.+0.04 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
2.48EUR +1.64% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 56,000.00 - 17/12/2027 Call
 

Master data

WKN: PG5C0K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 56,000.00 -
Maturity: 17/12/2027
Issue date: 01/08/2024
Last trading day: 16/12/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 17.91
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -11.58
Time value: 2.48
Break-even: 58,480.00
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.81%
Delta: 0.34
Theta: -3.14
Omega: 6.17
Rho: 370.62
 

Quote data

Open: 2.51
High: 2.51
Low: 2.48
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.30%
1 Month  
+11.71%
3 Months  
+33.33%
YTD  
+12.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.48 2.26
1M High / 1M Low: 2.48 1.97
6M High / 6M Low: - -
High (YTD): 24/01/2025 2.48
Low (YTD): 13/01/2025 1.97
52W High: - -
52W Low: - -
Avg. price 1W:   2.38
Avg. volume 1W:   0.00
Avg. price 1M:   2.18
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -