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

EUWAX
25/06/2024  17:24:10 Chg.-0.53 Bid19:26:33 Ask19:26:33 Underlying Strike price Expiration date Option type
6.11EUR -7.98% 6.05
Bid Size: 18,000		 6.10
Ask Size: 18,000		 DOW JONES INDUSTRIAL... 40,000.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/11/2022
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 60.17
Leverage: Yes

Calculated values

Fair value: 10.98
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.10
Parity: -5.89
Time value: 6.55
Break-even: 40,655.00
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 0.77%
Delta: 0.54
Theta: -3.70
Omega: 32.26
Rho: 99.83
 

Quote data

Open: 6.59
High: 6.59
Low: 6.11
Previous Close: 6.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.72%
1 Month
  -3.17%
3 Months
  -13.94%
YTD  
+2.17%
1 Year  
+28.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.64 5.62
1M High / 1M Low: 6.64 4.80
6M High / 6M Low: 7.58 4.80
High (YTD): 21/03/2024 7.58
Low (YTD): 30/05/2024 4.80
52W High: 21/03/2024 7.58
52W Low: 27/10/2023 1.89
Avg. price 1W:   5.98
Avg. volume 1W:   0.00
Avg. price 1M:   5.62
Avg. volume 1M:   0.00
Avg. price 6M:   6.22
Avg. volume 6M:   0.00
Avg. price 1Y:   5.51
Avg. volume 1Y:   0.00
Volatility 1M:   97.54%
Volatility 6M:   69.54%
Volatility 1Y:   86.03%
Volatility 3Y:   -