BNP Paribas Call 38000 DJI 18.10..../  DE000PC5WZ15  /

Frankfurt Zert./BNP
2024-05-10  9:20:22 PM Chg.+0.100 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
8.330EUR +1.22% 8.320
Bid Size: 16,000
8.370
Ask Size: 16,000
DOW JONES INDUSTRIAL... 38,000.00 - 2024-10-18 Call
 

Master data

WKN: PC5WZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 38,000.00 -
Maturity: 2024-10-18
Issue date: 2024-02-29
Last trading day: 2024-10-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 47.21
Leverage: Yes

Calculated values

Fair value: 24.11
Intrinsic value: 15.13
Implied volatility: -
Historic volatility: 0.10
Parity: 15.13
Time value: -6.76
Break-even: 38,837.00
Moneyness: 1.04
Premium: -0.02
Premium p.a.: -0.04
Spread abs.: 0.05
Spread %: 0.60%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.290
High: 8.350
Low: 8.290
Previous Close: 8.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.75%
1 Month  
+17.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.330 7.740
1M High / 1M Low: 8.330 6.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.034
Avg. volume 1W:   0.000
Avg. price 1M:   7.431
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -