BNP Paribas Call 38000 DJI 18.10..../  DE000PC5WZ15  /

EUWAX
15/08/2024  17:21:29 Chg.+0.42 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
8.63EUR +5.12% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 38,000.00 - 18/10/2024 Call
 

Master data

WKN: PC5WZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 38,000.00 -
Maturity: 18/10/2024
Issue date: 29/02/2024
Last trading day: 17/10/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 47.86
Leverage: Yes

Calculated values

Fair value: 23.22
Intrinsic value: 20.08
Implied volatility: -
Historic volatility: 0.10
Parity: 20.08
Time value: -11.72
Break-even: 38,836.00
Moneyness: 1.05
Premium: -0.03
Premium p.a.: -0.16
Spread abs.: 0.05
Spread %: 0.60%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.39
High: 8.40
Low: 8.39
Previous Close: 8.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.93%
1 Month
  -1.71%
3 Months  
+1.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.63 7.78
1M High / 1M Low: 8.79 6.94
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.09
Avg. volume 1W:   0.00
Avg. price 1M:   8.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -