BNP Paribas Call 45000 DJI2MN 17.12.2027
/ DE000PC4XWU4
BNP Paribas Call 45000 DJI2MN 17..../ DE000PC4XWU4 /
| 1/8/2025 5:12:47 PM |
Chg.-0.09 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.05EUR |
-1.47% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
45,000.00 USD |
12/17/2027 |
Call |
Master data
| WKN: |
PC4XWU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45,000.00 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: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
-2.39 |
| Time value: |
6.06 |
| Break-even: |
49,573.16 |
| Moneyness: |
0.95 |
| Premium: |
0.21 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.60 |
| Theta: |
-3.97 |
| Omega: |
4.06 |
| Rho: |
545.31 |
Quote data
| Open: |
6.08 |
| High: |
6.12 |
| Low: |
6.05 |
| Previous Close: |
6.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.97% |
| 1 Month |
|
|
-16.09% |
| 3 Months |
|
|
+15.24% |
| YTD |
|
|
-3.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.31 |
6.10 |
| 1M High / 1M Low: |
7.19 |
6.10 |
| 6M High / 6M Low: |
7.48 |
3.88 |
| High (YTD): |
1/6/2025 |
6.31 |
| Low (YTD): |
1/2/2025 |
6.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.46% |
| Volatility 6M: |
|
56.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |