BNP Paribas Call 59000 DJI 17.12.2027
/ DE000PG90QP5
BNP Paribas Call 59000 DJI 17.12..../ DE000PG90QP5 /
1/24/2025 2:17:08 PM |
Chg.-0.020 |
Bid3:09:21 PM |
Ask3:09:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
-1.12% |
1.770 Bid Size: 20,000 |
1.790 Ask Size: 20,000 |
DOW JONES INDUSTRIAL... |
59,000.00 - |
12/17/2027 |
Call |
Master data
WKN: |
PG90QP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
59,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
10/23/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
24.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
-14.43 |
Time value: |
1.82 |
Break-even: |
60,820.00 |
Moneyness: |
0.76 |
Premium: |
0.36 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.11% |
Delta: |
0.28 |
Theta: |
-2.73 |
Omega: |
6.77 |
Rho: |
303.92 |
Quote data
Open: |
1.790 |
High: |
1.790 |
Low: |
1.760 |
Previous Close: |
1.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.32% |
1 Month |
|
|
+9.26% |
3 Months |
|
|
+32.09% |
YTD |
|
|
+12.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.790 |
1.590 |
1M High / 1M Low: |
1.790 |
1.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/23/2025 |
1.790 |
Low (YTD): |
1/10/2025 |
1.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |