BNP Paribas Call 70 WDC 20.12.2024
/ DE000PC4Y614
BNP Paribas Call 70 WDC 20.12.202.../ DE000PC4Y614 /
| 2024-06-03 10:20:50 AM |
Chg.+0.050 |
Bid10:30:43 AM |
Ask10:30:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+4.17% |
1.250
Bid Size: 5,300 |
1.270
Ask Size: 5,300 |
Western Digital Corp... |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC4Y61 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
0.49 |
| Time value: |
0.74 |
| Break-even: |
76.80 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.79 |
| Rho: |
0.19 |
Quote data
| Open: |
1.220 |
| High: |
1.250 |
| Low: |
1.220 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.93% |
| 1 Month |
|
|
+22.55% |
| 3 Months |
|
|
+62.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.180 |
| 1M High / 1M Low: |
1.380 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
