BNP Paribas Call 42000 DJI 17.12.2027
/ DE000PC4XWR0
BNP Paribas Call 42000 DJI 17.12..../ DE000PC4XWR0 /
| 23/01/2025 17:20:11 |
Chg.+0.21 |
Bid21:12:42 |
Ask21:12:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.68EUR |
+2.48% |
8.75
Bid Size: 21,000 |
8.77
Ask Size: 21,000 |
DOW JONES INDUSTRIAL... |
42,000.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
PC4XWR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,000.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
2.16 |
| Time value: |
6.35 |
| Break-even: |
50,510.00 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.71 |
| Theta: |
-4.07 |
| Omega: |
3.70 |
| Rho: |
665.98 |
Quote data
| Open: |
8.49 |
| High: |
8.68 |
| Low: |
8.49 |
| Previous Close: |
8.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.36% |
| 1 Month |
|
|
+10.43% |
| 3 Months |
|
|
+21.57% |
| YTD |
|
|
+10.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.47 |
8.01 |
| 1M High / 1M Low: |
8.47 |
7.40 |
| 6M High / 6M Low: |
9.19 |
5.03 |
| High (YTD): |
22/01/2025 |
8.47 |
| Low (YTD): |
10/01/2025 |
7.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.24% |
| Volatility 6M: |
|
49.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |