BNP Paribas Call 38000 DJI 18.10.2024
/ DE000PC5WZ15
BNP Paribas Call 38000 DJI 18.10..../ DE000PC5WZ15 /
2024-09-26 3:18:17 PM |
Chg.+0.02 |
Bid3:40:13 PM |
Ask3:40:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.93EUR |
+0.22% |
8.92 Bid Size: 55,000 |
8.97 Ask Size: 55,000 |
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: |
46.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
39.92 |
Intrinsic value: |
39.15 |
Implied volatility: |
- |
Historic volatility: |
0.10 |
Parity: |
39.15 |
Time value: |
-30.17 |
Break-even: |
38,898.00 |
Moneyness: |
1.10 |
Premium: |
-0.07 |
Premium p.a.: |
-0.71 |
Spread abs.: |
0.05 |
Spread %: |
0.56% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
8.91 |
High: |
8.93 |
Low: |
8.91 |
Previous Close: |
8.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.45% |
1 Month |
|
|
+2.29% |
3 Months |
|
|
+13.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.92 |
8.88 |
1M High / 1M Low: |
8.92 |
8.16 |
6M High / 6M Low: |
8.92 |
6.85 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
32.05% |
Volatility 6M: |
|
46.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |