OverviewChartNewsTraderScreen

BNP Paribas Call 33000 DJI 17.09..../  DE000PC7UC87  /

Frankfurt Zert./BNP
1/24/2025  9:17:07 PM Chg.-0.210 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
14.100EUR -1.47% 14.130
Bid Size: 35,000		 14.150
Ask Size: 35,000		 DOW JONES INDUSTRIAL... 33,000.00 - 9/17/2027 Call
 

Master data

WKN: PC7UC8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 33,000.00 -
Maturity: 9/17/2027
Issue date: 4/8/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 13.96
Intrinsic value: 11.57
Implied volatility: 0.18
Historic volatility: 0.11
Parity: 11.57
Time value: 2.80
Break-even: 47,370.00
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.14%
Delta: 0.93
Theta: -2.96
Omega: 2.87
Rho: 712.78
 

Quote data

Open: 14.290
High: 14.290
Low: 14.100
Previous Close: 14.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.99%
1 Month  
+6.50%
3 Months  
+17.70%
YTD  
+6.90%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 14.310 13.660
1M High / 1M Low: 14.310 12.600
6M High / 6M Low: 14.810 9.120
High (YTD): 1/23/2025 14.310
Low (YTD): 1/10/2025 12.600
52W High: - -
52W Low: - -
Avg. price 1W:   13.914
Avg. volume 1W:   0.000
Avg. price 1M:   13.296
Avg. volume 1M:   0.000
Avg. price 6M:   12.109
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   29.32%
Volatility 6M:   37.35%
Volatility 1Y:   -
Volatility 3Y:   -