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BNP Paribas Call 34000 DJI 17.09..../  DE000PC7UC79  /

Frankfurt Zert./BNP
1/24/2025  9:17:06 PM Chg.-0.200 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
13.380EUR -1.47% 13.410
Bid Size: 34,000		 13.430
Ask Size: 34,000		 DOW JONES INDUSTRIAL... 34,000.00 - 9/17/2027 Call
 

Master data

WKN: PC7UC7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 34,000.00 -
Maturity: 9/17/2027
Issue date: 4/8/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 12.90
Intrinsic value: 10.42
Implied volatility: 0.18
Historic volatility: 0.11
Parity: 10.42
Time value: 3.01
Break-even: 47,430.00
Moneyness: 1.31
Premium: 0.07
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.15%
Delta: 0.91
Theta: -3.12
Omega: 3.00
Rho: 711.51
 

Quote data

Open: 13.560
High: 13.560
Low: 13.380
Previous Close: 13.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+6.70%
3 Months  
+19.68%
YTD  
+7.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.580 12.940
1M High / 1M Low: 13.580 11.900
6M High / 6M Low: 14.100 8.550
High (YTD): 1/23/2025 13.580
Low (YTD): 1/10/2025 11.900
52W High: - -
52W Low: - -
Avg. price 1W:   13.274
Avg. volume 1W:   0.000
Avg. price 1M:   12.625
Avg. volume 1M:   0.000
Avg. price 6M:   11.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   30.44%
Volatility 6M:   38.78%
Volatility 1Y:   -
Volatility 3Y:   -