BNP Paribas Call 51000 DJI2MN 17.09.2027
/ DE000PC4XWH1
BNP Paribas Call 51000 DJI2MN 17..../ DE000PC4XWH1 /
1/10/2025 8:17:08 AM |
Chg.+0.020 |
Bid8:32:44 AM |
Ask8:32:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.960EUR |
+0.68% |
2.980 Bid Size: 19,000 |
3.000 Ask Size: 19,000 |
Dow Jones Industrial... |
51,000.00 USD |
9/17/2027 |
Call |
Master data
WKN: |
PC4XWH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51,000.00 USD |
Maturity: |
9/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
9/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.11 |
Parity: |
-8.11 |
Time value: |
3.00 |
Break-even: |
52,450.47 |
Moneyness: |
0.84 |
Premium: |
0.27 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.67% |
Delta: |
0.41 |
Theta: |
-3.43 |
Omega: |
5.69 |
Rho: |
378.20 |
Quote data
Open: |
2.960 |
High: |
2.960 |
Low: |
2.960 |
Previous Close: |
2.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.27% |
1 Month |
|
|
-22.11% |
3 Months |
|
|
+8.82% |
YTD |
|
|
-6.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.940 |
1M High / 1M Low: |
3.800 |
2.930 |
6M High / 6M Low: |
4.110 |
1.810 |
High (YTD): |
1/3/2025 |
3.060 |
Low (YTD): |
1/2/2025 |
2.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.978 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.783 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.74% |
Volatility 6M: |
|
75.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |