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

EUWAX
1/24/2025  8:54:29 AM Chg.+0.16 Bid11:54:16 AM Ask11:54:16 AM Underlying Strike price Expiration date Option type
1.58EUR +11.27% 1.55
Bid Size: 38,000
1.57
Ask Size: 38,000
DOW JONES INDUSTRIAL... 43,200.00 - 2/21/2025 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: 2/21/2025
Issue date: 1/6/2025
Last trading day: 2/20/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 27.51
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.37
Implied volatility: 0.13
Historic volatility: 0.11
Parity: 1.37
Time value: 0.25
Break-even: 44,820.00
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.82
Theta: -10.37
Omega: 22.57
Rho: 26.81
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.42 0.97
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
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:   -