BNP Paribas Call 40000 DJI 15.11.2024
/ DE000PC5W0C3
BNP Paribas Call 40000 DJI 15.11..../ DE000PC5W0C3 /
| 8/5/2024 8:29:51 AM |
Chg.-0.24 |
Bid9:19:14 AM |
Ask9:19:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.44EUR |
-4.23% |
5.25
Bid Size: 24,000 |
5.30
Ask Size: 24,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
11/15/2024 |
Call |
Master data
| WKN: |
PC5W0C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 - |
| Maturity: |
11/15/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
64.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.10 |
| Parity: |
-2.63 |
| Time value: |
6.19 |
| Break-even: |
40,619.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
0.81% |
| Delta: |
0.55 |
| Theta: |
-4.75 |
| Omega: |
35.12 |
| Rho: |
59.02 |
Quote data
| Open: |
5.44 |
| High: |
5.44 |
| Low: |
5.44 |
| Previous Close: |
5.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.02% |
| 1 Month |
|
|
-3.89% |
| 3 Months |
|
|
+0.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.52 |
5.68 |
| 1M High / 1M Low: |
7.75 |
5.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
