BNP Paribas Call 41000 DJI2MN 17..../  DE000PC4XWQ2  /

EUWAX
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
8.21EUR -1.08% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 41,000.00 USD 12/17/2027 Call
 

Master data

WKN: PC4XWQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 41,000.00 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: 5.02
Leverage: Yes

Calculated values

Fair value: 5.76
Intrinsic value: 1.48
Implied volatility: 0.21
Historic volatility: 0.11
Parity: 1.48
Time value: 6.72
Break-even: 47,845.32
Moneyness: 1.04
Premium: 0.16
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.24%
Delta: 0.70
Theta: -4.01
Omega: 3.49
Rho: 600.07
 

Quote data

Open: 8.24
High: 8.29
Low: 8.21
Previous Close: 8.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.96%
1 Month
  -13.40%
3 Months  
+14.66%
YTD
  -2.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 8.50 8.27
1M High / 1M Low: 9.46 8.27
6M High / 6M Low: 9.79 5.44
High (YTD): 1/6/2025 8.50
Low (YTD): 1/2/2025 8.27
52W High: - -
52W Low: - -
Avg. price 1W:   8.34
Avg. volume 1W:   0.00
Avg. price 1M:   8.79
Avg. volume 1M:   0.00
Avg. price 6M:   7.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.11%
Volatility 6M:   48.47%
Volatility 1Y:   -
Volatility 3Y:   -