BNP Paribas Call 51000 DJI 17.12..../  DE000PC4XW00  /

EUWAX
1/23/2025  5:20:13 PM Chg.+0.15 Bid9:04:40 PM Ask9:04:40 PM Underlying Strike price Expiration date Option type
4.17EUR +3.73% 4.21
Bid Size: 18,000
4.23
Ask Size: 18,000
DOW JONES INDUSTRIAL... 51,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XW0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 51,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 10.90
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -6.84
Time value: 4.05
Break-even: 55,050.00
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.47
Theta: -3.75
Omega: 5.16
Rho: 488.77
 

Quote data

Open: 4.03
High: 4.17
Low: 4.03
Previous Close: 4.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.10%
1 Month  
+12.70%
3 Months  
+26.75%
YTD  
+12.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.02 3.72
1M High / 1M Low: 4.02 3.35
6M High / 6M Low: 4.60 2.19
High (YTD): 1/22/2025 4.02
Low (YTD): 1/10/2025 3.35
52W High: - -
52W Low: - -
Avg. price 1W:   3.88
Avg. volume 1W:   0.00
Avg. price 1M:   3.65
Avg. volume 1M:   0.00
Avg. price 6M:   3.31
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.79%
Volatility 6M:   68.11%
Volatility 1Y:   -
Volatility 3Y:   -