BNP Paribas Call 40000 DJI 21.03.2025
/ DE000PC5W0R1
BNP Paribas Call 40000 DJI 21.03..../ DE000PC5W0R1 /
| 2024-05-28 10:20:38 AM |
Chg.-0.010 |
Bid11:01:20 AM |
Ask11:01:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.520EUR |
-0.13% |
7.520
Bid Size: 26,000 |
7.570
Ask Size: 26,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
PC5W0R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
51.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.10 |
| Parity: |
-9.30 |
| Time value: |
7.62 |
| Break-even: |
40,762.00 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
0.66% |
| Delta: |
0.58 |
| Theta: |
-3.29 |
| Omega: |
29.80 |
| Rho: |
178.71 |
Quote data
| Open: |
7.510 |
| High: |
7.520 |
| Low: |
7.510 |
| Previous Close: |
7.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.07% |
| 1 Month |
|
|
+5.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.270 |
7.530 |
| 1M High / 1M Low: |
8.360 |
6.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
