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BNP Paribas Call 40000 DJI 20.12..../  DE000PE5SJG5  /

EUWAX
2024-05-24  5:26:40 PM Chg.-0.32 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
6.31EUR -4.83% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 40,000.00 - 2024-12-20 Call
 

Master data

WKN: PE5SJG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 40,000.00 -
Maturity: 2024-12-20
Issue date: 2022-11-21
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 62.71
Leverage: Yes

Calculated values

Fair value: 11.09
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.10
Parity: -9.30
Time value: 6.23
Break-even: 40,623.00
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 0.81%
Delta: 0.49
Theta: -3.51
Omega: 30.87
Rho: 106.46
 

Quote data

Open: 6.25
High: 6.31
Low: 6.22
Previous Close: 6.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.61%
1 Month  
+15.57%
3 Months
  -8.55%
YTD  
+5.52%
1 Year  
+11.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.39 6.31
1M High / 1M Low: 7.39 5.35
6M High / 6M Low: 7.58 3.32
High (YTD): 2024-03-21 7.58
Low (YTD): 2024-04-25 5.12
52W High: 2024-03-21 7.58
52W Low: 2023-10-27 1.89
Avg. price 1W:   6.92
Avg. volume 1W:   0.00
Avg. price 1M:   6.54
Avg. volume 1M:   0.00
Avg. price 6M:   6.09
Avg. volume 6M:   0.00
Avg. price 1Y:   5.51
Avg. volume 1Y:   0.00
Volatility 1M:   67.33%
Volatility 6M:   66.52%
Volatility 1Y:   88.96%
Volatility 3Y:   -