BNP Paribas Call 42000 DJI 17.12.2027
/ DE000PC4XWR0
BNP Paribas Call 42000 DJI 17.12..../ DE000PC4XWR0 /
1/23/2025 5:20:11 PM |
Chg.+0.21 |
Bid8:55:25 PM |
Ask8:55:25 PM |
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 - |
12/17/2027 |
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: |
12/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
12/16/2027 |
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): |
1/22/2025 |
8.47 |
Low (YTD): |
1/10/2025 |
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: |
|
- |