BNP Paribas Call 44000 DJI 17.12..../  DE000PC4XWT6  /

Frankfurt Zert./BNP
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:   -