BNP Paribas Call 70 WDC 17.01.2025
/ DE000PC4Y663
BNP Paribas Call 70 WDC 17.01.202.../ DE000PC4Y663 /
| 27/05/2024 20:20:46 |
Chg.0.000 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
0.00% |
1.250
Bid Size: 4,900 |
1.270
Ask Size: 4,900 |
Western Digital Corp... |
70.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC4Y66 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
0.44 |
| Time value: |
0.82 |
| Break-even: |
77.14 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.66 |
| Rho: |
0.22 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.230 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+6.84% |
| 3 Months |
|
|
+171.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.150 |
| 1M High / 1M Low: |
1.310 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.146 |
| Avg. volume 1M: |
|
64.158 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
