BNP Paribas Call 40000 DJI 17.12.2027
/ DE000PC4XWP4
BNP Paribas Call 40000 DJI 17.12..../ DE000PC4XWP4 /
| 23/01/2025 17:20:11 |
Chg.+0.23 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.85EUR |
+2.39% |
-
Bid Size: - |
-
Ask Size: - |
DOW JONES INDUSTRIAL... |
40,000.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
PC4XWP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.00 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
4.16 |
| Time value: |
5.52 |
| Break-even: |
49,680.00 |
| Moneyness: |
1.10 |
| Premium: |
0.13 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.76 |
| Theta: |
-3.95 |
| Omega: |
3.47 |
| Rho: |
693.27 |
Quote data
| Open: |
9.65 |
| High: |
9.85 |
| Low: |
9.65 |
| Previous Close: |
9.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.65% |
| 1 Month |
|
|
+9.93% |
| 3 Months |
|
|
+24.53% |
| YTD |
|
|
+9.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.62 |
9.15 |
| 1M High / 1M Low: |
9.62 |
8.48 |
| 6M High / 6M Low: |
10.36 |
5.53 |
| High (YTD): |
22/01/2025 |
9.62 |
| Low (YTD): |
10/01/2025 |
8.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.91% |
| Volatility 6M: |
|
48.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |