BNP Paribas Call 51000 DJI 17.09..../  DE000PC4XWH1  /

Frankfurt Zert./BNP
1/24/2025  9:17:07 PM Chg.-0.100 Bid9:56:42 PM Ask9:56:42 PM Underlying Strike price Expiration date Option type
3.540EUR -2.75% 3.560
Bid Size: 18,000
3.580
Ask Size: 18,000
DOW JONES INDUSTRIAL... 51,000.00 - 9/17/2027 Call
 

Master data

WKN: PC4XWH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 51,000.00 -
Maturity: 9/17/2027
Issue date: 2/9/2024
Last trading day: 9/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 12.44
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -6.58
Time value: 3.57
Break-even: 54,570.00
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.56%
Delta: 0.46
Theta: -3.73
Omega: 5.69
Rho: 442.80
 

Quote data

Open: 3.630
High: 3.630
Low: 3.540
Previous Close: 3.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.59%
1 Month  
+10.28%
3 Months  
+33.58%
YTD  
+12.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.640 3.280
1M High / 1M Low: 3.640 2.780
6M High / 6M Low: 4.110 1.810
High (YTD): 1/23/2025 3.640
Low (YTD): 1/10/2025 2.780
52W High: - -
52W Low: - -
Avg. price 1W:   3.470
Avg. volume 1W:   0.000
Avg. price 1M:   3.141
Avg. volume 1M:   0.000
Avg. price 6M:   2.852
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.48%
Volatility 6M:   75.59%
Volatility 1Y:   -
Volatility 3Y:   -