BNP Paribas Call 46000 DJI2MN 17..../  DE000PC4XWV2  /

Frankfurt Zert./BNP
1/9/2025  3:17:08 PM Chg.-0.030 Bid3:29:33 PM Ask3:29:33 PM Underlying Strike price Expiration date Option type
5.490EUR -0.54% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 46,000.00 USD 12/17/2027 Call
 

Master data

WKN: PC4XWV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 46,000.00 USD
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 7.41
Leverage: Yes

Calculated values

Fair value: 3.19
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -3.26
Time value: 5.58
Break-even: 50,182.38
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.57
Theta: -3.92
Omega: 4.26
Rho: 533.85
 

Quote data

Open: 5.510
High: 5.560
Low: 5.490
Previous Close: 5.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.37%
1 Month
  -16.06%
3 Months  
+7.23%
YTD
  -4.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.650 5.470
1M High / 1M Low: 6.550 5.470
6M High / 6M Low: 6.900 3.520
High (YTD): 1/3/2025 5.650
Low (YTD): 1/2/2025 5.470
52W High: - -
52W Low: - -
Avg. price 1W:   5.536
Avg. volume 1W:   0.000
Avg. price 1M:   5.961
Avg. volume 1M:   0.000
Avg. price 6M:   5.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   30.37%
Volatility 6M:   59.54%
Volatility 1Y:   -
Volatility 3Y:   -