BNP Paribas Call 65 WDC 19.12.2025
/ DE000PC4Y7N4
BNP Paribas Call 65 WDC 19.12.202.../ DE000PC4Y7N4 /
| 2024-06-03 4:50:41 PM |
Chg.0.000 |
Bid4:55:34 PM |
Ask4:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
0.00% |
2.080
Bid Size: 7,400 |
2.140
Ask Size: 7,400 |
Western Digital Corp... |
65.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC4Y7N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.95 |
| Time value: |
1.16 |
| Break-even: |
80.99 |
| Moneyness: |
1.16 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.96% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.44 |
| Rho: |
0.47 |
Quote data
| Open: |
2.100 |
| High: |
2.160 |
| Low: |
2.080 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.97% |
| 1 Month |
|
|
+11.83% |
| 3 Months |
|
|
+46.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
2.060 |
| 1M High / 1M Low: |
2.270 |
1.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
