BNP Paribas Call 45000 DJI 20.06..../  DE000PC5W0Y7  /

Frankfurt Zert./BNP
5/29/2024  9:20:26 PM Chg.-0.280 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
2.600EUR -9.72% 2.570
Bid Size: 15,000
2.620
Ask Size: 15,000
DOW JONES INDUSTRIAL... 45,000.00 - 6/20/2025 Call
 

Master data

WKN: PC5W0Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 45,000.00 -
Maturity: 6/20/2025
Issue date: 2/29/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 129.08
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.10
Parity: -61.47
Time value: 3.01
Break-even: 45,301.00
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 1.69%
Delta: 0.15
Theta: -1.79
Omega: 20.01
Rho: 60.60
 

Quote data

Open: 2.810
High: 2.820
Low: 2.590
Previous Close: 2.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.29%
1 Month
  -10.96%
3 Months
  -36.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.840 2.880
1M High / 1M Low: 4.340 2.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.306
Avg. volume 1W:   0.000
Avg. price 1M:   3.557
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -