BNP Paribas Call 41000 DJI 17.12..../  DE000PC4XWQ2  /

Frankfurt Zert./BNP
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:   -