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

Frankfurt Zert./BNP
1/9/2025  3:17:08 PM Chg.-0.020 Bid3:29:16 PM Ask3:29:16 PM Underlying Strike price Expiration date Option type
5.090EUR -0.39% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 47,000.00 USD 12/17/2027 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: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
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: 5.100
High: 5.160
Low: 5.090
Previous Close: 5.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.39%
1 Month
  -16.56%
3 Months  
+8.30%
YTD
  -4.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.240 5.070
1M High / 1M Low: 6.120 5.070
6M High / 6M Low: 6.510 3.200
High (YTD): 1/3/2025 5.240
Low (YTD): 1/2/2025 5.070
52W High: - -
52W Low: - -
Avg. price 1W:   5.128
Avg. volume 1W:   0.000
Avg. price 1M:   5.543
Avg. volume 1M:   0.000
Avg. price 6M:   4.687
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.25%
Volatility 6M:   61.83%
Volatility 1Y:   -
Volatility 3Y:   -