BNP Paribas Call 46000 DJI2MN 17.06.2027
/ DE000PC5JEV6
BNP Paribas Call 46000 DJI2MN 17..../ DE000PC5JEV6 /
| 1/9/2025 3:17:08 PM |
Chg.-0.020 |
Bid3:29:38 PM |
Ask3:29:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.430EUR |
-0.45% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
46,000.00 USD |
6/17/2027 |
Call |
Master data
| WKN: |
PC5JEV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46,000.00 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: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
-3.26 |
| Time value: |
4.51 |
| Break-even: |
49,112.38 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.55 |
| Theta: |
-4.00 |
| Omega: |
5.01 |
| Rho: |
440.43 |
Quote data
| Open: |
4.440 |
| High: |
4.500 |
| Low: |
4.430 |
| Previous Close: |
4.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.23% |
| 1 Month |
|
|
-19.89% |
| 3 Months |
|
|
+6.49% |
| YTD |
|
|
-5.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.590 |
4.420 |
| 1M High / 1M Low: |
5.530 |
4.420 |
| 6M High / 6M Low: |
5.950 |
2.690 |
| High (YTD): |
1/3/2025 |
4.590 |
| Low (YTD): |
1/2/2025 |
4.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.11% |
| Volatility 6M: |
|
69.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |