BNP Paribas Call 60 WDC 20.09.2024
/ DE000PC4Y6U1
BNP Paribas Call 60 WDC 20.09.202.../ DE000PC4Y6U1 /
| 2024-06-07 9:50:30 PM |
Chg.-0.050 |
Bid9:57:26 PM |
Ask9:57:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
-3.07% |
1.580
Bid Size: 12,700 |
1.590
Ask Size: 12,700 |
Western Digital Corp... |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC4Y6U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.39 |
| Time value: |
0.20 |
| Break-even: |
71.45 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.73 |
| Rho: |
0.12 |
Quote data
| Open: |
1.590 |
| High: |
1.630 |
| Low: |
1.500 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.25% |
| 1 Month |
|
|
+10.49% |
| 3 Months |
|
|
+68.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.480 |
| 1M High / 1M Low: |
1.820 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
