BNP Paribas Call 50000 DJI2MN 17.06.2027
/ DE000PC5JEZ7
BNP Paribas Call 50000 DJI2MN 17..../ DE000PC5JEZ7 /
1/9/2025 3:13:59 PM |
Chg.-0.01 |
Bid3:30:01 PM |
Ask3:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.75EUR |
-0.36% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
50,000.00 USD |
6/17/2027 |
Call |
Master data
WKN: |
PC5JEZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50,000.00 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: |
14.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.11 |
Parity: |
-7.14 |
Time value: |
2.83 |
Break-even: |
51,310.85 |
Moneyness: |
0.85 |
Premium: |
0.24 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.71% |
Delta: |
0.42 |
Theta: |
-3.50 |
Omega: |
6.07 |
Rho: |
349.80 |
Quote data
Open: |
2.74 |
High: |
2.80 |
Low: |
2.74 |
Previous Close: |
2.76 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.14% |
1 Month |
|
|
-25.27% |
3 Months |
|
|
+7.42% |
YTD |
|
|
-7.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.96 |
2.76 |
1M High / 1M Low: |
3.70 |
2.76 |
6M High / 6M Low: |
3.92 |
1.69 |
High (YTD): |
1/6/2025 |
2.96 |
Low (YTD): |
1/8/2025 |
2.76 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.77% |
Volatility 6M: |
|
80.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |