BNP Paribas Call 43200 DJI 21.02..../  DE000PL4Q0M2  /

EUWAX
23/01/2025  17:12:15 Chg.+0.17 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.42EUR +13.60% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 43,200.00 - 21/02/2025 Call
 

Master data

WKN: PL4Q0M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 43,200.00 -
Maturity: 21/02/2025
Issue date: 06/01/2025
Last trading day: 20/02/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 33.45
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.96
Implied volatility: 0.14
Historic volatility: 0.11
Parity: 0.96
Time value: 0.36
Break-even: 44,520.00
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.54%
Delta: 0.74
Theta: -11.80
Omega: 24.82
Rho: 24.98
 

Quote data

Open: 1.27
High: 1.42
Low: 1.27
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+86.84%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 0.76
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -