BNP Paribas Call 55 WDC 16.01.202.../  DE000PC4Y7S3  /

Frankfurt Zert./BNP
2024-06-07  9:50:30 PM Chg.-0.020 Bid9:56:43 PM Ask9:56:43 PM Underlying Strike price Expiration date Option type
2.690EUR -0.74% 2.690
Bid Size: 4,600
2.710
Ask Size: 4,600
Western Digital Corp... 55.00 USD 2026-01-16 Call
 

Master data

WKN: PC4Y7S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 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: 2.56
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 1.85
Implied volatility: 0.48
Historic volatility: 0.31
Parity: 1.85
Time value: 0.86
Break-even: 78.02
Moneyness: 1.36
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.74%
Delta: 0.82
Theta: -0.01
Omega: 2.10
Rho: 0.48
 

Quote data

Open: 2.680
High: 2.730
Low: 2.610
Previous Close: 2.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.75%
1 Month  
+7.17%
3 Months  
+46.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.550
1M High / 1M Low: 2.890 2.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.670
Avg. volume 1W:   0.000
Avg. price 1M:   2.610
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -