BNP Paribas Call 50 WDC 17.01.2025
/ DE000PC4Y622
BNP Paribas Call 50 WDC 17.01.202.../ DE000PC4Y622 /
| 2024-06-03 3:50:30 PM |
Chg.+0.060 |
Bid3:54:18 PM |
Ask3:54:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+2.32% |
2.660
Bid Size: 22,600 |
2.680
Ask Size: 22,600 |
Western Digital Corp... |
50.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC4Y62 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
2.33 |
| Time value: |
0.30 |
| Break-even: |
72.37 |
| Moneyness: |
1.51 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.35 |
| Rho: |
0.22 |
Quote data
| Open: |
2.620 |
| High: |
2.690 |
| Low: |
2.590 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.11% |
| 1 Month |
|
|
+16.74% |
| 3 Months |
|
|
+45.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.570 |
| 1M High / 1M Low: |
2.820 |
2.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
