BNP Paribas Call 46000 DJI 17.12..../  DE000PC4XWV2  /

EUWAX
1/23/2025  5:20:10 PM Chg.+0.19 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
6.40EUR +3.06% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 46,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XWV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 46,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 7.07
Leverage: Yes

Calculated values

Fair value: 4.28
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.11
Parity: -1.84
Time value: 6.25
Break-even: 52,250.00
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.32%
Delta: 0.61
Theta: -4.06
Omega: 4.32
Rho: 601.21
 

Quote data

Open: 6.23
High: 6.40
Low: 6.23
Previous Close: 6.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.97%
1 Month  
+11.69%
3 Months  
+22.84%
YTD  
+11.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.21 5.82
1M High / 1M Low: 6.21 5.30
6M High / 6M Low: 6.89 3.54
High (YTD): 1/22/2025 6.21
Low (YTD): 1/10/2025 5.30
52W High: - -
52W Low: - -
Avg. price 1W:   6.03
Avg. volume 1W:   0.00
Avg. price 1M:   5.71
Avg. volume 1M:   0.00
Avg. price 6M:   5.18
Avg. volume 6M:   1.26
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.90%
Volatility 6M:   58.02%
Volatility 1Y:   -
Volatility 3Y:   -