BNP Paribas Call 52000 DJI 17.12..../  DE000PC4XW18  /

Frankfurt Zert./BNP
1/24/2025  9:17:09 PM Chg.-0.100 Bid9:56:32 PM Ask9:56:32 PM Underlying Strike price Expiration date Option type
3.720EUR -2.62% 3.740
Bid Size: 18,000
3.760
Ask Size: 18,000
DOW JONES INDUSTRIAL... 52,000.00 - 12/17/2027 Call
 

Master data

WKN: PC4XW1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 52,000.00 -
Maturity: 12/17/2027
Issue date: 2/9/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 11.55
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -7.43
Time value: 3.86
Break-even: 55,860.00
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.46
Theta: -3.71
Omega: 5.29
Rho: 479.55
 

Quote data

Open: 3.810
High: 3.810
Low: 3.720
Previous Close: 3.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.51%
1 Month  
+9.09%
3 Months  
+29.17%
YTD  
+11.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.820 3.460
1M High / 1M Low: 3.820 2.990
6M High / 6M Low: 4.260 1.960
High (YTD): 1/23/2025 3.820
Low (YTD): 1/10/2025 2.990
52W High: - -
52W Low: - -
Avg. price 1W:   3.600
Avg. volume 1W:   0.000
Avg. price 1M:   3.315
Avg. volume 1M:   0.000
Avg. price 6M:   3.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.04%
Volatility 6M:   71.57%
Volatility 1Y:   -
Volatility 3Y:   -