BNP Paribas Call 41000 DJI 17.12.2027
/ DE000PC4XWQ2
BNP Paribas Call 41000 DJI 17.12..../ DE000PC4XWQ2 /
1/23/2025 9:17:08 PM |
Chg.+0.230 |
Bid9:19:07 PM |
Ask9:19:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.340EUR |
+2.52% |
9.320 Bid Size: 22,000 |
9.340 Ask Size: 22,000 |
DOW JONES INDUSTRIAL... |
41,000.00 - |
12/17/2027 |
Call |
Master data
WKN: |
PC4XWQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.29 |
Intrinsic value: |
3.16 |
Implied volatility: |
0.19 |
Historic volatility: |
0.11 |
Parity: |
3.16 |
Time value: |
5.94 |
Break-even: |
50,100.00 |
Moneyness: |
1.08 |
Premium: |
0.13 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.22% |
Delta: |
0.74 |
Theta: |
-4.03 |
Omega: |
3.58 |
Rho: |
679.40 |
Quote data
Open: |
9.080 |
High: |
9.350 |
Low: |
9.070 |
Previous Close: |
9.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.11% |
1 Month |
|
|
+9.75% |
3 Months |
|
|
+21.93% |
YTD |
|
|
+10.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
9.110 |
8.560 |
1M High / 1M Low: |
9.110 |
7.910 |
6M High / 6M Low: |
9.850 |
5.420 |
High (YTD): |
1/22/2025 |
9.110 |
Low (YTD): |
1/10/2025 |
7.910 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.440 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.641 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.67% |
Volatility 6M: |
|
49.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |