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BNP Paribas Call 42000 DJI2MN 17..../  DE000PC5JEN3  /

Frankfurt Zert./BNP
1/10/2025  12:17:07 PM Chg.+0.060 Bid1:15:55 PM Ask1:15:55 PM Underlying Strike price Expiration date Option type
6.630EUR +0.91% 6.600
Bid Size: 22,000		 6.620
Ask Size: 22,000		 Dow Jones Industrial... 42,000.00 USD 6/17/2027 Call
 

Master data

WKN: PC5JEN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,000.00 USD
Maturity: 6/17/2027
Issue date: 2/23/2024
Last trading day: 6/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 6.28
Leverage: Yes

Calculated values

Fair value: 4.68
Intrinsic value: 0.62
Implied volatility: 0.19
Historic volatility: 0.11
Parity: 0.62
Time value: 5.97
Break-even: 47,379.97
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.67
Theta: -4.18
Omega: 4.19
Rho: 511.90
 

Quote data

Open: 6.600
High: 6.630
Low: 6.560
Previous Close: 6.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.78%
1 Month
  -15.11%
3 Months  
+9.95%
YTD
  -2.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.750 6.560
1M High / 1M Low: 7.810 6.550
6M High / 6M Low: 8.280 4.140
High (YTD): 1/3/2025 6.750
Low (YTD): 1/2/2025 6.550
52W High: - -
52W Low: - -
Avg. price 1W:   6.620
Avg. volume 1W:   0.000
Avg. price 1M:   7.031
Avg. volume 1M:   0.000
Avg. price 6M:   6.064
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.53%
Volatility 6M:   58.06%
Volatility 1Y:   -
Volatility 3Y:   -