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BNP Paribas Call 40000 DJI 20.12..../  DE000PE5SJG5  /

EUWAX
8/5/2024  5:24:29 PM Chg.-0.54 Bid8:13:01 PM Ask8:13:01 PM Underlying Strike price Expiration date Option type
5.45EUR -9.02% 5.41
Bid Size: 29,000		 5.46
Ask Size: 29,000		 DOW JONES INDUSTRIAL... 40,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 11/21/2022
Last trading day: 12/19/2024
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): 7/18/2024 7.81
Low (YTD): 5/30/2024 4.80
52W High: 7/18/2024 7.81
52W Low: 10/27/2023 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:   -