BNP Paribas Call 65 WDC 16.01.202.../  DE000PC4Y7U9  /

EUWAX
2024-06-03  9:07:53 AM Chg.+0.08 Bid1:03:47 PM Ask1:03:47 PM Underlying Strike price Expiration date Option type
2.14EUR +3.88% 2.18
Bid Size: 3,600
2.21
Ask Size: 3,600
Western Digital Corp... 65.00 USD 2026-01-16 Call
 

Master data

WKN: PC4Y7U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 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: 3.24
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 0.95
Implied volatility: 0.44
Historic volatility: 0.31
Parity: 0.95
Time value: 1.19
Break-even: 81.29
Moneyness: 1.16
Premium: 0.17
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.94%
Delta: 0.74
Theta: -0.01
Omega: 2.41
Rho: 0.49
 

Quote data

Open: 2.14
High: 2.14
Low: 2.14
Previous Close: 2.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.90%
1 Month  
+15.05%
3 Months  
+82.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 2.06
1M High / 1M Low: 2.26 1.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.13
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -