BNP Paribas Call 55 WDC 20.12.2024
/ DE000PC4Y6Y3
BNP Paribas Call 55 WDC 20.12.202.../ DE000PC4Y6Y3 /
| 2024-06-07 9:50:30 PM |
Chg.-0.040 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
-1.82% |
2.160
Bid Size: 9,800 |
2.170
Ask Size: 9,800 |
Western Digital Corp... |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC4Y6Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
1.85 |
| Time value: |
0.31 |
| Break-even: |
72.52 |
| Moneyness: |
1.36 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.77 |
| Rho: |
0.20 |
Quote data
| Open: |
2.160 |
| High: |
2.210 |
| Low: |
2.080 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.46% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+55.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
2.050 |
| 1M High / 1M Low: |
2.390 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
