BNP Paribas Call 50 WDC 19.12.202.../  DE000PC4Y7K0  /

EUWAX
2024-06-03  9:07:41 AM Chg.+0.08 Bid3:03:30 PM Ask3:03:30 PM Underlying Strike price Expiration date Option type
2.99EUR +2.75% 3.05
Bid Size: 5,600
3.08
Ask Size: 5,600
Western Digital Corp... 50.00 USD 2025-12-19 Call
 

Master data

WKN: PC4Y7K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 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: 2.31
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 2.33
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 2.33
Time value: 0.67
Break-even: 76.07
Moneyness: 1.51
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.67%
Delta: 0.86
Theta: -0.01
Omega: 1.99
Rho: 0.46
 

Quote data

Open: 2.99
High: 2.99
Low: 2.99
Previous Close: 2.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.36%
1 Month  
+13.26%
3 Months  
+63.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.14 2.91
1M High / 1M Low: 3.14 2.64
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -