BNP Paribas Call 42000 DJI 19.12..../  DE000PN6M140  /

EUWAX
2024-05-27  5:14:01 PM Chg.-0.13 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
8.62EUR -1.49% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 42,000.00 - 2025-12-19 Call
 

Master data

WKN: PN6M14
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 42,000.00 -
Maturity: 2025-12-19
Issue date: 2023-08-02
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 44.96
Leverage: Yes

Calculated values

Fair value: 16.59
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.10
Parity: -29.30
Time value: 8.69
Break-even: 42,869.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.58%
Delta: 0.44
Theta: -2.66
Omega: 19.86
Rho: 256.28
 

Quote data

Open: 8.61
High: 8.62
Low: 8.60
Previous Close: 8.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.90%
1 Month  
+4.99%
3 Months
  -2.49%
YTD  
+7.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.18 8.75
1M High / 1M Low: 9.18 8.08
6M High / 6M Low: 9.21 5.75
High (YTD): 2024-03-28 9.21
Low (YTD): 2024-01-16 7.34
52W High: - -
52W Low: - -
Avg. price 1W:   9.03
Avg. volume 1W:   0.00
Avg. price 1M:   8.81
Avg. volume 1M:   0.00
Avg. price 6M:   8.28
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   25.70%
Volatility 6M:   33.73%
Volatility 1Y:   -
Volatility 3Y:   -