BNP Paribas Call 47000 DJI 17.12..../  DE000PC4XWW0  /

Frankfurt Zert./BNP
1/24/2025  9:17:07 PM Chg.-0.120 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
5.890EUR -2.00% 5.910
Bid Size: 18,000
5.930
Ask Size: 18,000
DOW JONES INDUSTRIAL... 47,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XWW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 47,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 7.35
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.11
Parity: -2.43
Time value: 6.06
Break-even: 53,060.00
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.33%
Delta: 0.60
Theta: -4.10
Omega: 4.38
Rho: 593.68
 

Quote data

Open: 6.000
High: 6.000
Low: 5.890
Previous Close: 6.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.32%
1 Month  
+9.28%
3 Months  
+28.88%
YTD  
+10.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.010 5.550
1M High / 1M Low: 6.010 4.870
6M High / 6M Low: 6.510 3.200
High (YTD): 1/23/2025 6.010
Low (YTD): 1/10/2025 4.870
52W High: - -
52W Low: - -
Avg. price 1W:   5.794
Avg. volume 1W:   0.000
Avg. price 1M:   5.353
Avg. volume 1M:   0.000
Avg. price 6M:   4.810
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.63%
Volatility 6M:   61.91%
Volatility 1Y:   -
Volatility 3Y:   -