BNP Paribas Call 44000 DJI 17.12.2027
/ DE000PC4XWT6
BNP Paribas Call 44000 DJI 17.12..../ DE000PC4XWT6 /
23/01/2025 21:17:11 |
Chg.+0.210 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
7.530EUR |
+2.87% |
- Bid Size: - |
- Ask Size: - |
DOW JONES INDUSTRIAL... |
44,000.00 - |
17/12/2027 |
Call |
Master data
WKN: |
PC4XWT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44,000.00 - |
Maturity: |
17/12/2027 |
Issue date: |
09/02/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.36 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.19 |
Historic volatility: |
0.11 |
Parity: |
0.16 |
Time value: |
7.15 |
Break-even: |
51,310.00 |
Moneyness: |
1.00 |
Premium: |
0.16 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.27% |
Delta: |
0.66 |
Theta: |
-4.09 |
Omega: |
4.01 |
Rho: |
637.84 |
Quote data
Open: |
7.290 |
High: |
7.540 |
Low: |
7.280 |
Previous Close: |
7.320 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+7.27% |
1 Month |
|
|
+10.74% |
3 Months |
|
|
+33.51% |
YTD |
|
|
+11.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
7.530 |
7.020 |
1M High / 1M Low: |
7.530 |
6.240 |
6M High / 6M Low: |
7.990 |
4.220 |
High (YTD): |
23/01/2025 |
7.530 |
Low (YTD): |
10/01/2025 |
6.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.758 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.006 |
Avg. volume 6M: |
|
.709 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.14% |
Volatility 6M: |
|
57.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |