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BNP Paribas Call 33800 DJI2MN 16..../  DE000PN9GDA7  /

EUWAX
2024-06-28  5:15:38 PM Chg.+0.05 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
5.35EUR +0.94% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 33,800.00 USD 2024-08-16 Call
 

Master data

WKN: PN9GDA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 33,800.00 USD
Maturity: 2024-08-16
Issue date: 2023-10-10
Last trading day: 2024-08-15
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 5.12
Intrinsic value: 4.96
Implied volatility: 0.27
Historic volatility: 0.09
Parity: 4.96
Time value: 0.24
Break-even: 36,747.65
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.39%
Delta: 0.95
Theta: -6.99
Omega: 6.64
Rho: 38.58
 

Quote data

Open: 5.29
High: 5.45
Low: 5.27
Previous Close: 5.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.19%
1 Month  
+12.87%
3 Months
  -13.29%
YTD  
+14.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.62 5.20
1M High / 1M Low: 5.62 4.37
6M High / 6M Low: 6.20 4.22
High (YTD): 2024-03-21 6.20
Low (YTD): 2024-01-17 4.22
52W High: - -
52W Low: - -
Avg. price 1W:   5.35
Avg. volume 1W:   0.00
Avg. price 1M:   4.96
Avg. volume 1M:   0.00
Avg. price 6M:   5.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.52%
Volatility 6M:   59.68%
Volatility 1Y:   -
Volatility 3Y:   -