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

EUWAX
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:   -