OverviewChartNewsTraderScreen

BNP Paribas Call 47500 DJI 19.12..../  DE000PC1FAF4  /

EUWAX
1/23/2025  12:21:56 PM Chg.+0.03 Bid12:39:47 PM Ask12:39:47 PM Underlying Strike price Expiration date Option type
1.30EUR +2.36% 1.30
Bid Size: 32,000		 1.32
Ask Size: 32,000		 DOW JONES INDUSTRIAL... 47,500.00 - 12/19/2025 Call
 

Master data

WKN: PC1FAF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 47,500.00 -
Maturity: 12/19/2025
Issue date: 12/8/2023
Last trading day: 12/18/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 33.71
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.11
Parity: -3.34
Time value: 1.31
Break-even: 48,810.00
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.37
Theta: -4.27
Omega: 12.55
Rho: 136.73
 

Quote data

Open: 1.28
High: 1.30
Low: 1.28
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.45%
1 Month  
+12.07%
3 Months  
+21.50%
YTD  
+19.27%
1 Year  
+154.90%
3 Years     -
5 Years     -
1W High / 1W Low: 1.27 1.02
1M High / 1M Low: 1.27 0.80
6M High / 6M Low: 2.05 0.53
High (YTD): 1/22/2025 1.27
Low (YTD): 1/13/2025 0.80
52W High: 11/29/2024 2.05
52W Low: 5/31/2024 0.49
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.10
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   138.02%
Volatility 6M:   143.39%
Volatility 1Y:   129.18%
Volatility 3Y:   -