BNP Paribas Call 47000 DJI2MN 17..../  DE000PC4XWW0  /

EUWAX
09/01/2025  15:14:09 Chg.-0.03 Bid15:30:01 Ask15:30:01 Underlying Strike price Expiration date Option type
5.07EUR -0.59% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 47,000.00 USD 17/12/2027 Call
 

Master data

WKN: PC4XWW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 47,000.00 USD
Maturity: 17/12/2027
Issue date: 09/02/2024
Last trading day: 16/12/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -4.23
Time value: 5.16
Break-even: 50,732.00
Moneyness: 0.91
Premium: 0.23
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.39%
Delta: 0.55
Theta: -3.88
Omega: 4.39
Rho: 514.50
 

Quote data

Open: 5.08
High: 5.13
Low: 5.07
Previous Close: 5.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.55%
1 Month
  -17.29%
3 Months  
+10.46%
YTD
  -5.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.34 5.10
1M High / 1M Low: 6.17 5.10
6M High / 6M Low: 6.44 3.23
High (YTD): 06/01/2025 5.34
Low (YTD): 08/01/2025 5.10
52W High: - -
52W Low: - -
Avg. price 1W:   5.19
Avg. volume 1W:   0.00
Avg. price 1M:   5.58
Avg. volume 1M:   0.00
Avg. price 6M:   4.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.39%
Volatility 6M:   60.53%
Volatility 1Y:   -
Volatility 3Y:   -