BNP Paribas Call 60 WDC 20.09.2024
/ DE000PC4Y6U1
BNP Paribas Call 60 WDC 20.09.202.../ DE000PC4Y6U1 /
| 2024-06-03 9:07:42 AM |
Chg.+0.10 |
Bid3:09:42 PM |
Ask3:09:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+6.54% |
1.69
Bid Size: 12,100 |
1.71
Ask Size: 12,100 |
Western Digital Corp... |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC4Y6U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
1.41 |
| Time value: |
0.22 |
| Break-even: |
71.59 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.62 |
| Rho: |
0.13 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.52% |
| 1 Month |
|
|
+26.36% |
| 3 Months |
|
|
+126.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.53 |
| 1M High / 1M Low: |
1.77 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
