BNP Paribas Call 50000 DJI2MN 17..../  DE000PC5JEZ7  /

EUWAX
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:   -