BNP Paribas Call 48000 DJI 17.12..../  DE000PC4XWX8  /

EUWAX
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:   -