BNP Paribas Call 37000 DJI 17.12.2027
/ DE000PC4XWL3
BNP Paribas Call 37000 DJI 17.12..../ DE000PC4XWL3 /
| 1/23/2025 5:20:11 PM |
Chg.+0.23 |
Bid8:56:18 PM |
Ask8:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.83EUR |
+1.98% |
11.91
Bid Size: 27,000 |
11.93
Ask Size: 27,000 |
DOW JONES INDUSTRIAL... |
37,000.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
PC4XWL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37,000.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.34 |
| Intrinsic value: |
7.16 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
7.16 |
| Time value: |
4.48 |
| Break-even: |
48,640.00 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.17% |
| Delta: |
0.83 |
| Theta: |
-3.68 |
| Omega: |
3.13 |
| Rho: |
719.66 |
Quote data
| Open: |
11.63 |
| High: |
11.83 |
| Low: |
11.63 |
| Previous Close: |
11.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+9.03% |
| 3 Months |
|
|
+18.66% |
| YTD |
|
|
+8.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.46 |
11.09 |
| 1M High / 1M Low: |
11.46 |
10.38 |
| 6M High / 6M Low: |
12.34 |
7.33 |
| High (YTD): |
1/21/2025 |
11.46 |
| Low (YTD): |
1/10/2025 |
10.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.91% |
| Volatility 6M: |
|
41.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |