OverviewChartNewsTraderScreen

BNP Paribas Call 38000 DJI2MN 17..../  DE000PC4XWM1  /

Frankfurt Zert./BNP
1/8/2025  9:17:07 PM Chg.+0.050 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
10.040EUR +0.50% 10.090
Bid Size: 24,000		 10.110
Ask Size: 24,000		 Dow Jones Industrial... 38,000.00 USD 12/17/2027 Call
 

Master data

WKN: PC4XWM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 38,000.00 USD
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 7.82
Intrinsic value: 4.38
Implied volatility: 0.22
Historic volatility: 0.11
Parity: 4.38
Time value: 5.62
Break-even: 46,744.44
Moneyness: 1.12
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.20%
Delta: 0.76
Theta: -3.90
Omega: 3.13
Rho: 625.21
 

Quote data

Open: 10.030
High: 10.110
Low: 9.930
Previous Close: 9.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.05%
1 Month
  -11.39%
3 Months  
+13.70%
YTD
  -2.05%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 10.210 9.990
1M High / 1M Low: 11.260 9.990
6M High / 6M Low: 11.740 6.800
High (YTD): 1/3/2025 10.210
Low (YTD): 1/7/2025 9.990
52W High: - -
52W Low: - -
Avg. price 1W:   10.060
Avg. volume 1W:   0.000
Avg. price 1M:   10.561
Avg. volume 1M:   0.000
Avg. price 6M:   9.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   20.33%
Volatility 6M:   43.61%
Volatility 1Y:   -
Volatility 3Y:   -