BNP Paribas Call 51000 DJI2MN 17.06.2027
/ DE000PC5JE09
BNP Paribas Call 51000 DJI2MN 17..../ DE000PC5JE09 /
| 2024-06-14 9:20:25 PM |
Chg.-0.030 |
Bid9:57:53 PM |
Ask9:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-1.76% |
1.670
Bid Size: 24,000 |
1.690
Ask Size: 24,000 |
Dow Jones Industrial... |
51,000.00 USD |
2027-06-17 |
Call |
Master data
| WKN: |
PC5JE0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51,000.00 USD |
| Maturity: |
2027-06-17 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2027-06-16 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.09 |
| Parity: |
-11.59 |
| Time value: |
1.69 |
| Break-even: |
49,332.18 |
| Moneyness: |
0.76 |
| Premium: |
0.37 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.31 |
| Theta: |
-2.50 |
| Omega: |
6.60 |
| Rho: |
284.80 |
Quote data
| Open: |
1.690 |
| High: |
1.690 |
| Low: |
1.590 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.74% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-19.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.670 |
| 1M High / 1M Low: |
2.250 |
1.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
