BNP Paribas Call 40000 DJI 20.12.2024
/ DE000PE5SJG5
BNP Paribas Call 40000 DJI 20.12..../ DE000PE5SJG5 /
10/09/2024 12:20:43 |
Chg.+0.030 |
Bid13:17:11 |
Ask13:17:11 |
Underlying |
Strike price |
Expiration date |
Option type |
7.350EUR |
+0.41% |
7.370 Bid Size: 31,000 |
7.420 Ask Size: 31,000 |
DOW JONES INDUSTRIAL... |
40,000.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE5SJG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40,000.00 - |
Maturity: |
20/12/2024 |
Issue date: |
21/11/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
54.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
16.31 |
Intrinsic value: |
8.30 |
Implied volatility: |
- |
Historic volatility: |
0.11 |
Parity: |
8.30 |
Time value: |
-0.86 |
Break-even: |
40,744.00 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.05 |
Spread %: |
0.68% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
7.330 |
High: |
7.430 |
Low: |
7.320 |
Previous Close: |
7.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.42% |
1 Month |
|
|
+19.71% |
3 Months |
|
|
+26.51% |
YTD |
|
|
+22.70% |
1 Year |
|
|
+35.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.610 |
6.920 |
1M High / 1M Low: |
8.060 |
5.860 |
6M High / 6M Low: |
8.060 |
4.880 |
High (YTD): |
02/09/2024 |
8.060 |
Low (YTD): |
30/05/2024 |
4.880 |
52W High: |
02/09/2024 |
8.060 |
52W Low: |
27/10/2023 |
1.880 |
Avg. price 1W: |
|
7.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.391 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.507 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.686 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
65.85% |
Volatility 6M: |
|
77.28% |
Volatility 1Y: |
|
88.08% |
Volatility 3Y: |
|
- |