BNP Paribas Call 59000 DJI 17.12..../  DE000PG90QP5  /

Frankfurt Zert./BNP
24/01/2025  21:17:05 Chg.-0.050 Bid21:56:11 Ask21:56:11 Underlying Strike price Expiration date Option type
1.740EUR -2.79% 1.750
Bid Size: 20,000
1.770
Ask Size: 20,000
DOW JONES INDUSTRIAL... 59,000.00 - 17/12/2027 Call
 

Master data

WKN: PG90QP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 59,000.00 -
Maturity: 17/12/2027
Issue date: 23/10/2024
Last trading day: 16/12/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 25.10
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -14.58
Time value: 1.77
Break-even: 60,770.00
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.27
Theta: -2.68
Omega: 6.81
Rho: 297.53
 

Quote data

Open: 1.790
High: 1.790
Low: 1.740
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.43%
1 Month  
+7.41%
3 Months  
+32.82%
YTD  
+10.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.790 1.600
1M High / 1M Low: 1.790 1.380
6M High / 6M Low: - -
High (YTD): 23/01/2025 1.790
Low (YTD): 10/01/2025 1.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.700
Avg. volume 1W:   0.000
Avg. price 1M:   1.543
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -