BNP Paribas Call 54000 DJI 17.12..../  DE000PC7UDA5  /

EUWAX
1/23/2025  5:15:47 PM Chg.+0.13 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
3.01EUR +4.51% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 54,000.00 - 12/17/2027 Call
 

Master data

WKN: PC7UDA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 54,000.00 -
Maturity: 12/17/2027
Issue date: 4/8/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -9.84
Time value: 2.93
Break-even: 56,930.00
Moneyness: 0.82
Premium: 0.29
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.39
Theta: -3.35
Omega: 5.85
Rho: 411.65
 

Quote data

Open: 2.90
High: 3.01
Low: 2.90
Previous Close: 2.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.73%
1 Month  
+12.31%
3 Months  
+24.90%
YTD  
+12.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.88 2.67
1M High / 1M Low: 2.88 2.38
6M High / 6M Low: 3.41 1.61
High (YTD): 1/22/2025 2.88
Low (YTD): 1/10/2025 2.38
52W High: - -
52W Low: - -
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.61
Avg. volume 1M:   555.56
Avg. price 6M:   2.35
Avg. volume 6M:   472.44
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.97%
Volatility 6M:   82.19%
Volatility 1Y:   -
Volatility 3Y:   -