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

EUWAX
27/05/2024  17:16:33 Chg.-0.10 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
7.95EUR -1.24% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 38,000.00 - 18/10/2024 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: 18/10/2024
Issue date: 29/02/2024
Last trading day: 17/10/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 48.78
Leverage: Yes

Calculated values

Fair value: 19.67
Intrinsic value: 10.70
Implied volatility: -
Historic volatility: 0.10
Parity: 10.70
Time value: -2.69
Break-even: 38,801.00
Moneyness: 1.03
Premium: -0.01
Premium p.a.: -0.02
Spread abs.: 0.05
Spread %: 0.63%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.94
High: 7.95
Low: 7.92
Previous Close: 8.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.13%
1 Month  
+9.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.56 8.05
1M High / 1M Low: 8.56 7.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.36
Avg. volume 1W:   0.00
Avg. price 1M:   8.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -