BNP Paribas Call 45 WDC 19.12.2025
/ DE000PC5F9R3
BNP Paribas Call 45 WDC 19.12.202.../ DE000PC5F9R3 /
| 10/11/2024 9:50:33 PM |
Chg.+0.040 |
Bid9:55:55 PM |
Ask9:55:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
+1.77% |
2.320
Bid Size: 12,900 |
2.340
Ask Size: 12,900 |
Western Digital Corp... |
45.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC5F9R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
1.82 |
| Time value: |
0.52 |
| Break-even: |
64.55 |
| Moneyness: |
1.44 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.13 |
| Rho: |
0.31 |
Quote data
| Open: |
2.260 |
| High: |
2.360 |
| Low: |
2.240 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
-35.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.260 |
| 1M High / 1M Low: |
2.650 |
2.200 |
| 6M High / 6M Low: |
3.800 |
1.790 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.833 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.17% |
| Volatility 6M: |
|
78.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
