BNP Paribas Call 60 WDC 20.06.2025
/ DE000PC4Y7F0
BNP Paribas Call 60 WDC 20.06.202.../ DE000PC4Y7F0 /
| 2024-05-21 9:50:31 PM |
Chg.+0.060 |
Bid9:58:39 PM |
Ask9:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+3.05% |
2.030
Bid Size: 4,800 |
2.050
Ask Size: 4,800 |
Western Digital Corp... |
60.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC4Y7F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.20 |
| Time value: |
0.80 |
| Break-even: |
75.25 |
| Moneyness: |
1.22 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.58 |
| Rho: |
0.34 |
Quote data
| Open: |
1.980 |
| High: |
2.080 |
| Low: |
1.880 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+18.71% |
| 3 Months |
|
|
+123.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.900 |
| 1M High / 1M Low: |
2.160 |
1.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
