BNP Paribas Call 54000 DJI 17.09..../  DE000PC7UC46  /

Frankfurt Zert./BNP
24/01/2025  21:17:07 Chg.-0.080 Bid21:59:23 Ask21:59:23 Underlying Strike price Expiration date Option type
2.500EUR -3.10% 2.510
Bid Size: 19,000
2.530
Ask Size: 19,000
DOW JONES INDUSTRIAL... 54,000.00 - 17/09/2027 Call
 

Master data

WKN: PC7UC4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 54,000.00 -
Maturity: 17/09/2027
Issue date: 08/04/2024
Last trading day: 16/09/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 17.07
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -9.43
Time value: 2.61
Break-even: 56,610.00
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.37
Theta: -3.35
Omega: 6.37
Rho: 371.01
 

Quote data

Open: 2.570
High: 2.570
Low: 2.500
Previous Close: 2.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.17%
1 Month  
+9.65%
3 Months  
+34.41%
YTD  
+12.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.580 2.300
1M High / 1M Low: 2.580 1.940
6M High / 6M Low: 3.000 1.290
High (YTD): 23/01/2025 2.580
Low (YTD): 10/01/2025 1.940
52W High: - -
52W Low: - -
Avg. price 1W:   2.446
Avg. volume 1W:   0.000
Avg. price 1M:   2.203
Avg. volume 1M:   0.000
Avg. price 6M:   2.024
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.68%
Volatility 6M:   81.13%
Volatility 1Y:   -
Volatility 3Y:   -