BNP Paribas Call 60 WDC 16.01.2026
/ DE000PC4Y7T1
BNP Paribas Call 60 WDC 16.01.202.../ DE000PC4Y7T1 /
2024-05-17 9:50:24 PM |
Chg.-0.160 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.140EUR |
-6.96% |
2.140 Bid Size: 3,900 |
2.160 Ask Size: 3,900 |
Western Digital Corp... |
60.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC4Y7T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 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: |
2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
1.30 |
Time value: |
1.01 |
Break-even: |
78.31 |
Moneyness: |
1.24 |
Premium: |
0.15 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.87% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
2.30 |
Rho: |
0.50 |
Quote data
Open: |
2.270 |
High: |
2.300 |
Low: |
2.140 |
Previous Close: |
2.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.38% |
1 Month |
|
|
+2.88% |
3 Months |
|
|
+111.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
2.120 |
1M High / 1M Low: |
2.390 |
1.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |