BNP Paribas Call 45 WDC 20.06.2025
/ DE000PC5F9Q5
BNP Paribas Call 45 WDC 20.06.202.../ DE000PC5F9Q5 /
9/10/2024 8:38:54 AM |
Chg.+0.15 |
Bid7:04:14 PM |
Ask7:04:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.95EUR |
+8.33% |
1.95 Bid Size: 30,800 |
2.01 Ask Size: 30,800 |
Western Digital Corp... |
45.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
PC5F9Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
2/21/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.53 |
Historic volatility: |
0.34 |
Parity: |
1.60 |
Time value: |
0.38 |
Break-even: |
60.58 |
Moneyness: |
1.39 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.02% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
2.41 |
Rho: |
0.22 |
Quote data
Open: |
1.95 |
High: |
1.95 |
Low: |
1.95 |
Previous Close: |
1.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
+8.94% |
3 Months |
|
|
-38.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.21 |
1.80 |
1M High / 1M Low: |
2.21 |
1.80 |
6M High / 6M Low: |
3.67 |
1.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.98% |
Volatility 6M: |
|
91.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |