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

EUWAX
2024-05-13  5:12:12 PM Chg.+0.06 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.94EUR +1.55% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 45,000.00 - 2025-06-20 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: 2025-06-20
Issue date: 2024-02-29
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 99.28
Leverage: Yes

Calculated values

Fair value: 4.60
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.10
Parity: -54.87
Time value: 3.98
Break-even: 45,398.00
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 1.27%
Delta: 0.20
Theta: -2.09
Omega: 19.47
Rho: 81.25
 

Quote data

Open: 3.88
High: 3.99
Low: 3.88
Previous Close: 3.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.51%
1 Month  
+20.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.88 3.19
1M High / 1M Low: 3.88 2.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.50
Avg. volume 1W:   0.00
Avg. price 1M:   3.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -