BNP Paribas Call 47000 DJI 17.12.2027
/ DE000PC4XWW0
BNP Paribas Call 47000 DJI 17.12..../ DE000PC4XWW0 /
24/01/2025 21:17:07 |
Chg.-0.120 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
5.890EUR |
-2.00% |
5.910 Bid Size: 18,000 |
5.930 Ask Size: 18,000 |
DOW JONES INDUSTRIAL... |
47,000.00 - |
17/12/2027 |
Call |
Master data
WKN: |
PC4XWW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47,000.00 - |
Maturity: |
17/12/2027 |
Issue date: |
09/02/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
7.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.11 |
Parity: |
-2.58 |
Time value: |
5.92 |
Break-even: |
52,920.00 |
Moneyness: |
0.95 |
Premium: |
0.19 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.34% |
Delta: |
0.59 |
Theta: |
-4.06 |
Omega: |
4.43 |
Rho: |
588.28 |
Quote data
Open: |
6.000 |
High: |
6.000 |
Low: |
5.890 |
Previous Close: |
6.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.32% |
1 Month |
|
|
+9.28% |
3 Months |
|
|
+28.88% |
YTD |
|
|
+10.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
6.010 |
5.550 |
1M High / 1M Low: |
6.010 |
4.870 |
6M High / 6M Low: |
6.510 |
3.200 |
High (YTD): |
23/01/2025 |
6.010 |
Low (YTD): |
10/01/2025 |
4.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.794 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.353 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.816 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.63% |
Volatility 6M: |
|
61.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |