BNP Paribas Call 39000 DJI2MN 17.12.2027
/ DE000PC4XWN9
BNP Paribas Call 39000 DJI2MN 17..../ DE000PC4XWN9 /
| 09/01/2025 15:14:12 |
Chg.-0.04 |
Bid15:30:01 |
Ask15:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.37EUR |
-0.43% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
39,000.00 USD |
17/12/2027 |
Call |
Master data
| WKN: |
PC4XWN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39,000.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.21 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
3.52 |
| Time value: |
5.97 |
| Break-even: |
47,305.06 |
| Moneyness: |
1.09 |
| Premium: |
0.14 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.74 |
| Theta: |
-3.97 |
| Omega: |
3.23 |
| Rho: |
622.03 |
Quote data
| Open: |
9.38 |
| High: |
9.45 |
| Low: |
9.37 |
| Previous Close: |
9.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-11.94% |
| 3 Months |
|
|
+10.50% |
| YTD |
|
|
-3.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.71 |
9.41 |
| 1M High / 1M Low: |
10.70 |
9.41 |
| 6M High / 6M Low: |
11.04 |
6.36 |
| High (YTD): |
06/01/2025 |
9.71 |
| Low (YTD): |
08/01/2025 |
9.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.76% |
| Volatility 6M: |
|
45.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |