BNP Paribas Call 55 WDC 16.01.2026
/ DE000PC4Y7S3
BNP Paribas Call 55 WDC 16.01.202.../ DE000PC4Y7S3 /
2024-06-03 6:20:21 PM |
Chg.+0.020 |
Bid6:27:02 PM |
Ask6:27:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
+0.75% |
2.660 Bid Size: 9,200 |
2.700 Ask Size: 9,200 |
Western Digital Corp... |
55.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC4Y7S |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-09 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
1.87 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
1.87 |
Time value: |
0.83 |
Break-even: |
77.68 |
Moneyness: |
1.37 |
Premium: |
0.12 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.75% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
2.12 |
Rho: |
0.49 |
Quote data
Open: |
2.690 |
High: |
2.760 |
Low: |
2.670 |
Previous Close: |
2.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.13% |
1 Month |
|
|
+11.62% |
3 Months |
|
|
+40.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.890 |
2.660 |
1M High / 1M Low: |
2.890 |
2.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.575 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |