BNP Paribas Call 45 WDC 20.06.2025
/ DE000PC5F9Q5
BNP Paribas Call 45 WDC 20.06.202.../ DE000PC5F9Q5 /
| 28/06/2024 21:50:26 |
Chg.-0.080 |
Bid21:57:55 |
Ask21:57:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.250EUR |
-2.40% |
3.240
Bid Size: 9,200 |
3.260
Ask Size: 9,200 |
Western Digital Corp... |
45.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
2.87 |
| Time value: |
0.38 |
| Break-even: |
74.50 |
| Moneyness: |
1.68 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
1.96 |
| Rho: |
0.30 |
Quote data
| Open: |
3.360 |
| High: |
3.440 |
| Low: |
3.250 |
| Previous Close: |
3.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.93% |
| 1 Month |
|
|
-4.13% |
| 3 Months |
|
|
+24.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.340 |
3.220 |
| 1M High / 1M Low: |
3.660 |
3.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
