BNP Paribas Call 60 WDC 16.01.202.../  DE000PC4Y7T1  /

Frankfurt Zert./BNP
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:   -