BNP Paribas Call 47000 DJI2MN 17.12.2027
/ DE000PC4XWW0
BNP Paribas Call 47000 DJI2MN 17..../ DE000PC4XWW0 /
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: |
|
- |