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BNP Paribas Call 39000 DJI 17.12..../  DE000PC4XWN9  /

Frankfurt Zert./BNP
1/23/2025  9:17:11 PM Chg.+0.240 Bid9:21:54 PM Ask9:21:54 PM Underlying Strike price Expiration date Option type
10.590EUR +2.32% 10.590
Bid Size: 24,000		 10.610
Ask Size: 24,000		 DOW JONES INDUSTRIAL... 39,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XWN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 39,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 8.75
Intrinsic value: 5.16
Implied volatility: 0.20
Historic volatility: 0.11
Parity: 5.16
Time value: 5.18
Break-even: 49,340.00
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.19%
Delta: 0.78
Theta: -3.88
Omega: 3.34
Rho: 701.99
 

Quote data

Open: 10.320
High: 10.600
Low: 10.310
Previous Close: 10.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.28%
1 Month  
+9.29%
3 Months  
+20.75%
YTD  
+9.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 10.350 9.780
1M High / 1M Low: 10.350 9.090
6M High / 6M Low: 11.100 6.320
High (YTD): 1/22/2025 10.350
Low (YTD): 1/10/2025 9.090
52W High: - -
52W Low: - -
Avg. price 1W:   10.072
Avg. volume 1W:   0.000
Avg. price 1M:   9.643
Avg. volume 1M:   0.000
Avg. price 6M:   8.743
Avg. volume 6M:   4.724
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.64%
Volatility 6M:   45.71%
Volatility 1Y:   -
Volatility 3Y:   -