BNP Paribas Call 80 WDC 16.01.202.../  DE000PC4Y7W5  /

EUWAX
2024-06-03  9:07:53 AM Chg.+0.05 Bid7:02:51 PM Ask7:02:51 PM Underlying Strike price Expiration date Option type
1.46EUR +3.55% 1.41
Bid Size: 6,000
1.43
Ask Size: 6,000
Western Digital Corp... 80.00 USD 2026-01-16 Call
 

Master data

WKN: PC4Y7W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 4.72
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -0.43
Time value: 1.47
Break-even: 88.42
Moneyness: 0.94
Premium: 0.27
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.38%
Delta: 0.61
Theta: -0.01
Omega: 2.86
Rho: 0.44
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.10%
1 Month  
+14.96%
3 Months  
+108.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.41
1M High / 1M Low: 1.57 1.27
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   16.52
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -