BNP Paribas Call 52000 DJI 17.12.2027
/ DE000PC4XW18
BNP Paribas Call 52000 DJI 17.12..../ DE000PC4XW18 /
1/23/2025 5:20:12 PM |
Chg.+0.15 |
Bid9:03:00 PM |
Ask9:03:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.78EUR |
+4.13% |
3.81 Bid Size: 18,000 |
3.83 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: |
12.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.11 |
Parity: |
-7.84 |
Time value: |
3.68 |
Break-even: |
55,680.00 |
Moneyness: |
0.85 |
Premium: |
0.26 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.55% |
Delta: |
0.45 |
Theta: |
-3.64 |
Omega: |
5.35 |
Rho: |
464.13 |
Quote data
Open: |
3.64 |
High: |
3.78 |
Low: |
3.64 |
Previous Close: |
3.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.17% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
+27.27% |
YTD |
|
|
+12.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.63 |
3.37 |
1M High / 1M Low: |
3.63 |
3.01 |
6M High / 6M Low: |
4.20 |
1.98 |
High (YTD): |
1/22/2025 |
3.63 |
Low (YTD): |
1/10/2025 |
3.01 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.00 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.08% |
Volatility 6M: |
|
69.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |