BNP Paribas Call 42000 DJI 17.06.2027
/ DE000PC5JEN3
BNP Paribas Call 42000 DJI 17.06..../ DE000PC5JEN3 /
| 1/24/2025 9:17:07 PM |
Chg.-0.150 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.550EUR |
-1.95% |
7.580
Bid Size: 23,000 |
7.600
Ask Size: 23,000 |
DOW JONES INDUSTRIAL... |
42,000.00 - |
6/17/2027 |
Call |
Master data
| WKN: |
PC5JEN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,000.00 - |
| Maturity: |
6/17/2027 |
| Issue date: |
2/23/2024 |
| Last trading day: |
6/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.31 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
2.57 |
| Time value: |
5.18 |
| Break-even: |
49,750.00 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.26% |
| Delta: |
0.72 |
| Theta: |
-4.25 |
| Omega: |
4.15 |
| Rho: |
585.35 |
Quote data
| Open: |
7.690 |
| High: |
7.690 |
| Low: |
7.550 |
| Previous Close: |
7.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.89% |
| 1 Month |
|
|
+9.58% |
| 3 Months |
|
|
+24.38% |
| YTD |
|
|
+10.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.700 |
7.130 |
| 1M High / 1M Low: |
7.700 |
6.270 |
| 6M High / 6M Low: |
8.280 |
4.140 |
| High (YTD): |
1/23/2025 |
7.700 |
| Low (YTD): |
1/10/2025 |
6.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.90% |
| Volatility 6M: |
|
58.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |