BNP Paribas Call 39000 DJI2MN 17.12.2027
/ DE000PC4XWN9
BNP Paribas Call 39000 DJI2MN 17..../ DE000PC4XWN9 /
| 1/8/2025 5:12:51 PM |
Chg.-0.09 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.41EUR |
-0.95% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
39,000.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC4XWN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39,000.00 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: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.10 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
3.41 |
| Time value: |
5.98 |
| Break-even: |
47,101.40 |
| Moneyness: |
1.09 |
| Premium: |
0.15 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.74 |
| Theta: |
-3.96 |
| Omega: |
3.24 |
| Rho: |
617.97 |
Quote data
| Open: |
9.43 |
| High: |
9.48 |
| Low: |
9.41 |
| Previous Close: |
9.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.59% |
| 1 Month |
|
|
-12.14% |
| 3 Months |
|
|
+14.48% |
| YTD |
|
|
-2.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.71 |
9.48 |
| 1M High / 1M Low: |
10.70 |
9.48 |
| 6M High / 6M Low: |
11.04 |
6.36 |
| High (YTD): |
1/6/2025 |
9.71 |
| Low (YTD): |
1/3/2025 |
9.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.46% |
| Volatility 6M: |
|
45.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |