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BNP Paribas Call 36000 DJI 17.12..../  DE000PC4XWK5  /

Frankfurt Zert./BNP
1/23/2025  9:17:08 PM Chg.+0.260 Bid9:18:11 PM Ask9:18:11 PM Underlying Strike price Expiration date Option type
12.570EUR +2.11% 12.550
Bid Size: 28,000		 12.570
Ask Size: 28,000		 DOW JONES INDUSTRIAL... 36,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XWK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 36,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 11.17
Intrinsic value: 8.16
Implied volatility: 0.20
Historic volatility: 0.11
Parity: 8.16
Time value: 4.16
Break-even: 48,320.00
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.16%
Delta: 0.85
Theta: -3.55
Omega: 3.03
Rho: 726.14
 

Quote data

Open: 12.290
High: 12.580
Low: 12.270
Previous Close: 12.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.25%
1 Month  
+8.46%
3 Months  
+19.15%
YTD  
+9.02%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.310 11.720
1M High / 1M Low: 12.310 10.970
6M High / 6M Low: 13.060 7.810
High (YTD): 1/22/2025 12.310
Low (YTD): 1/10/2025 10.970
52W High: - -
52W Low: - -
Avg. price 1W:   12.024
Avg. volume 1W:   0.000
Avg. price 1M:   11.563
Avg. volume 1M:   0.000
Avg. price 6M:   10.511
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.84%
Volatility 6M:   40.67%
Volatility 1Y:   -
Volatility 3Y:   -