BNP Paribas Call 50000 DJI 17.09..../  DE000PC4XWG3  /

EUWAX
24/01/2025  17:28:41 Chg.-0.01 Bid22:00:10 Ask22:00:10 Underlying Strike price Expiration date Option type
3.99EUR -0.25% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 50,000.00 - 17/09/2027 Call
 

Master data

WKN: PC4XWG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 50,000.00 -
Maturity: 17/09/2027
Issue date: 09/02/2024
Last trading day: 16/09/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 11.16
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -5.58
Time value: 3.98
Break-even: 53,980.00
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.49
Theta: -3.85
Omega: 5.45
Rho: 468.32
 

Quote data

Open: 4.02
High: 4.02
Low: 3.99
Previous Close: 4.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.55%
1 Month  
+13.35%
3 Months  
+31.25%
YTD  
+13.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.00 3.66
1M High / 1M Low: 4.00 3.15
6M High / 6M Low: 4.48 2.04
High (YTD): 23/01/2025 4.00
Low (YTD): 10/01/2025 3.15
52W High: - -
52W Low: - -
Avg. price 1W:   3.85
Avg. volume 1W:   0.00
Avg. price 1M:   3.52
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.94%
Volatility 6M:   71.87%
Volatility 1Y:   -
Volatility 3Y:   -