BNP Paribas Call 40000 DJI 20.12.2024
/ DE000PE5SJG5
BNP Paribas Call 40000 DJI 20.12..../ DE000PE5SJG5 /
05/08/2024 17:24:29 |
Chg.-0.54 |
Bid21:40:41 |
Ask21:40:41 |
Underlying |
Strike price |
Expiration date |
Option type |
5.45EUR |
-9.02% |
5.29 Bid Size: 29,000 |
5.34 Ask Size: 29,000 |
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: |
61.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.05 |
Historic volatility: |
0.10 |
Parity: |
-2.63 |
Time value: |
6.44 |
Break-even: |
40,644.00 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
0.78% |
Delta: |
0.59 |
Theta: |
-4.03 |
Omega: |
36.65 |
Rho: |
86.17 |
Quote data
Open: |
5.84 |
High: |
5.84 |
Low: |
5.03 |
Previous Close: |
5.99 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.75% |
1 Month |
|
|
-9.77% |
3 Months |
|
|
-7.31% |
YTD |
|
|
-8.86% |
1 Year |
|
|
-19.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.74 |
5.99 |
1M High / 1M Low: |
7.81 |
5.94 |
6M High / 6M Low: |
7.81 |
4.80 |
High (YTD): |
18/07/2024 |
7.81 |
Low (YTD): |
30/05/2024 |
4.80 |
52W High: |
18/07/2024 |
7.81 |
52W Low: |
27/10/2023 |
1.89 |
Avg. price 1W: |
|
7.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.58 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
100.03% |
Volatility 6M: |
|
76.30% |
Volatility 1Y: |
|
87.46% |
Volatility 3Y: |
|
- |