BNP Paribas Call 50000 DJI 17.12..../  DE000PC4XWZ3  /

Frankfurt Zert./BNP
1/23/2025  9:17:08 PM Chg.+0.170 Bid9:57:14 PM Ask9:57:14 PM Underlying Strike price Expiration date Option type
4.630EUR +3.81% 4.650
Bid Size: 18,000
4.670
Ask Size: 18,000
DOW JONES INDUSTRIAL... 50,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XWZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 50,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 9.90
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.11
Parity: -5.84
Time value: 4.46
Break-even: 54,460.00
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.45%
Delta: 0.50
Theta: -3.85
Omega: 4.97
Rho: 512.90
 

Quote data

Open: 4.430
High: 4.640
Low: 4.420
Previous Close: 4.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.76%
1 Month  
+12.11%
3 Months  
+27.90%
YTD  
+14.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.460 4.070
1M High / 1M Low: 4.460 3.670
6M High / 6M Low: 5.090 2.390
High (YTD): 1/22/2025 4.460
Low (YTD): 1/10/2025 3.670
52W High: - -
52W Low: - -
Avg. price 1W:   4.268
Avg. volume 1W:   0.000
Avg. price 1M:   4.017
Avg. volume 1M:   0.000
Avg. price 6M:   3.641
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.48%
Volatility 6M:   68.32%
Volatility 1Y:   -
Volatility 3Y:   -