BNP Paribas Call 55 WDC 19.12.2025
/ DE000PC4Y7L8
BNP Paribas Call 55 WDC 19.12.202.../ DE000PC4Y7L8 /
| 2024-05-07 10:50:38 AM |
Chg.+0.020 |
Bid2024-05-07 |
Ask2024-05-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
+0.80% |
2.520
Bid Size: 4,400 |
2.550
Ask Size: 4,400 |
Western Digital Corp... |
55.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC4Y7L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
1.63 |
| Time value: |
0.91 |
| Break-even: |
76.46 |
| Moneyness: |
1.32 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
2.14 |
| Rho: |
0.47 |
Quote data
| Open: |
2.520 |
| High: |
2.520 |
| Low: |
2.510 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.61% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
2.300 |
| 1M High / 1M Low: |
2.690 |
2.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.415 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
