BNP Paribas Call 47000 DJI2MN 17.06.2027
/ DE000PC5JEW4
BNP Paribas Call 47000 DJI2MN 17..../ DE000PC5JEW4 /
| 20/09/2024 17:22:27 |
Chg.-0.01 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.26EUR |
-0.31% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
47,000.00 USD |
17/06/2027 |
Call |
Master data
| WKN: |
PC5JEW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47,000.00 USD |
| Maturity: |
17/06/2027 |
| Issue date: |
23/02/2024 |
| Last trading day: |
16/06/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.09 |
| Parity: |
-4.42 |
| Time value: |
3.29 |
| Break-even: |
45,392.43 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.52 |
| Theta: |
-3.31 |
| Omega: |
5.93 |
| Rho: |
443.83 |
Quote data
| Open: |
3.26 |
| High: |
3.31 |
| Low: |
3.26 |
| Previous Close: |
3.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.24% |
| 1 Month |
|
|
+12.03% |
| 3 Months |
|
|
+11.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
3.07 |
| 1M High / 1M Low: |
3.27 |
2.56 |
| 6M High / 6M Low: |
3.62 |
2.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.81% |
| Volatility 6M: |
|
61.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
