BNP Paribas Call 45000 DJI2MN 20..../  DE000PC5W0Y7  /

Frankfurt Zert./BNP
2024-04-26  9:20:20 PM Chg.+0.050 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
2.940EUR +1.73% 2.910
Bid Size: 15,000
2.960
Ask Size: 15,000
Dow Jones Industrial... 45,000.00 USD 2025-06-20 Call
 

Master data

WKN: PC5W0Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 45,000.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-29
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 120.74
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.09
Parity: -64.66
Time value: 2.95
Break-even: 42,378.21
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 1.72%
Delta: 0.15
Theta: -1.64
Omega: 18.11
Rho: 57.86
 

Quote data

Open: 2.910
High: 2.970
Low: 2.860
Previous Close: 2.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -40.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.390 2.890
1M High / 1M Low: 4.920 2.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.170
Avg. volume 1W:   0.000
Avg. price 1M:   3.500
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -