BNP Paribas Call 55 WDC 20.09.2024
/ DE000PC4Y6T3
BNP Paribas Call 55 WDC 20.09.202.../ DE000PC4Y6T3 /
| 2024-06-07 9:50:30 PM |
Chg.-0.040 |
Bid9:58:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-1.97% |
1.990
Bid Size: 15,000 |
-
Ask Size: - |
Western Digital Corp... |
55.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC4Y6T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
1.85 |
| Time value: |
0.14 |
| Break-even: |
70.82 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.17 |
| Rho: |
0.12 |
Quote data
| Open: |
2.000 |
| High: |
2.040 |
| Low: |
1.910 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.94% |
| 3 Months |
|
|
+64.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.880 |
| 1M High / 1M Low: |
2.230 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
