BNP Paribas Call 80 WDC 19.12.202.../  DE000PC4Y7Q7  /

Frankfurt Zert./BNP
2024-05-07  9:50:44 PM Chg.-0.060 Bid9:54:57 PM Ask9:54:57 PM Underlying Strike price Expiration date Option type
1.290EUR -4.44% 1.290
Bid Size: 3,000
1.310
Ask Size: 3,000
Western Digital Corp... 80.00 USD 2025-12-19 Call
 

Master data

WKN: PC4Y7Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-12-19
Issue date: 2024-02-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -0.69
Time value: 1.38
Break-even: 88.08
Moneyness: 0.91
Premium: 0.31
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.47%
Delta: 0.58
Theta: -0.02
Omega: 2.86
Rho: 0.41
 

Quote data

Open: 1.360
High: 1.380
Low: 1.290
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.73%
1 Month
  -11.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.350 1.210
1M High / 1M Low: 1.520 1.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.290
Avg. volume 1W:   0.000
Avg. price 1M:   1.323
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -