BNP Paribas Call 52000 DJI2MN 17.12.2027
/ DE000PC4XW18
BNP Paribas Call 52000 DJI2MN 17..../ DE000PC4XW18 /
1/9/2025 3:17:08 PM |
Chg.-0.020 |
Bid3:29:33 PM |
Ask3:29:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.140EUR |
-0.63% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
52,000.00 USD |
12/17/2027 |
Call |
Master data
WKN: |
PC4XW1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52,000.00 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: |
12.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.11 |
Parity: |
-9.08 |
Time value: |
3.20 |
Break-even: |
53,620.09 |
Moneyness: |
0.82 |
Premium: |
0.30 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.63% |
Delta: |
0.41 |
Theta: |
-3.38 |
Omega: |
5.33 |
Rho: |
406.78 |
Quote data
Open: |
3.150 |
High: |
3.190 |
Low: |
3.140 |
Previous Close: |
3.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.32% |
1 Month |
|
|
-20.30% |
3 Months |
|
|
+7.17% |
YTD |
|
|
-5.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.260 |
3.130 |
1M High / 1M Low: |
3.960 |
3.130 |
6M High / 6M Low: |
4.260 |
1.960 |
High (YTD): |
1/3/2025 |
3.260 |
Low (YTD): |
1/2/2025 |
3.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.516 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.941 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
39.75% |
Volatility 6M: |
|
71.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |