BNP Paribas Call 40000 DJI 15.11.2024
/ DE000PC5W0C3
BNP Paribas Call 40000 DJI 15.11..../ DE000PC5W0C3 /
10/07/2024 15:24:12 |
Chg.+0.07 |
Bid17:39:11 |
Ask17:39:11 |
Underlying |
Strike price |
Expiration date |
Option type |
5.58EUR |
+1.27% |
5.72 Bid Size: 15,000 |
5.77 Ask Size: 15,000 |
Dow Jones Industrial... |
40,000.00 - |
15/11/2024 |
Call |
Master data
WKN: |
PC5W0C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40,000.00 - |
Maturity: |
15/11/2024 |
Issue date: |
29/02/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
69.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.09 |
Parity: |
-7.08 |
Time value: |
5.63 |
Break-even: |
40,563.00 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
0.90% |
Delta: |
0.46 |
Theta: |
-4.29 |
Omega: |
32.10 |
Rho: |
61.35 |
Quote data
Open: |
5.55 |
High: |
5.61 |
Low: |
5.55 |
Previous Close: |
5.51 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.24% |
1 Month |
|
|
+7.93% |
3 Months |
|
|
-1.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.93 |
5.51 |
1M High / 1M Low: |
6.32 |
4.61 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |