BNP Paribas Call 48000 DJI 17.12.2027
/ DE000PC4XWX8
BNP Paribas Call 48000 DJI 17.12..../ DE000PC4XWX8 /
1/23/2025 5:20:10 PM |
Chg.+0.17 |
Bid8:52:51 PM |
Ask8:52:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.47EUR |
+3.21% |
5.53 Bid Size: 18,000 |
5.55 Ask Size: 18,000 |
DOW JONES INDUSTRIAL... |
48,000.00 - |
12/17/2027 |
Call |
Master data
WKN: |
PC4XWX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
8.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.11 |
Parity: |
-3.84 |
Time value: |
5.35 |
Break-even: |
53,350.00 |
Moneyness: |
0.92 |
Premium: |
0.21 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
0.56 |
Theta: |
-4.00 |
Omega: |
4.60 |
Rho: |
558.27 |
Quote data
Open: |
5.32 |
High: |
5.47 |
Low: |
5.32 |
Previous Close: |
5.30 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.73% |
1 Month |
|
|
+11.86% |
3 Months |
|
|
+25.17% |
YTD |
|
|
+11.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
5.30 |
4.94 |
1M High / 1M Low: |
5.30 |
4.48 |
6M High / 6M Low: |
5.94 |
2.93 |
High (YTD): |
1/22/2025 |
5.30 |
Low (YTD): |
1/10/2025 |
4.48 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.63% |
Volatility 6M: |
|
62.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |