BNP Paribas Call 50 WDC 20.09.2024
/ DE000PC5F9N2
BNP Paribas Call 50 WDC 20.09.202.../ DE000PC5F9N2 /
| 2024-06-03 8:32:39 AM |
Chg.+0.08 |
Bid3:03:29 PM |
Ask3:03:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
+3.38% |
2.52
Bid Size: 11,900 |
-
Ask Size: - |
Western Digital Corp... |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5F9N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
2.33 |
| Time value: |
0.09 |
| Break-even: |
70.27 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.82% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.74 |
| Rho: |
0.13 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
+20.10% |
| 3 Months |
|
|
+89.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.37 |
| 1M High / 1M Low: |
2.60 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
