BNP Paribas Call 58000 DJI 17.12..../  DE000PG7F4J0  /

EUWAX
1/24/2025  2:13:37 PM Chg.+0.02 Bid1/24/2025 Ask1/24/2025 Underlying Strike price Expiration date Option type
1.98EUR +1.02% 1.98
Bid Size: 20,000
2.00
Ask Size: 20,000
DOW JONES INDUSTRIAL... 58,000.00 - 12/17/2027 Call
 

Master data

WKN: PG7F4J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 58,000.00 -
Maturity: 12/17/2027
Issue date: 9/4/2024
Last trading day: 12/16/2027
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 21.85
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -13.43
Time value: 2.04
Break-even: 60,040.00
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.99%
Delta: 0.30
Theta: -2.88
Omega: 6.55
Rho: 327.82
 

Quote data

Open: 2.00
High: 2.00
Low: 1.98
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+11.86%
3 Months  
+31.13%
YTD  
+11.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.96 1.80
1M High / 1M Low: 1.96 1.55
6M High / 6M Low: - -
High (YTD): 1/23/2025 1.96
Low (YTD): 1/10/2025 1.55
52W High: - -
52W Low: - -
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -