BNP Paribas Call 50 WDC 16.01.202.../  DE000PC4Y7R5  /

EUWAX
15/08/2024  09:15:13 Chg.+0.03 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
1.89EUR +1.61% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 50.00 USD 16/01/2026 Call
 

Master data

WKN: PC4Y7R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 16/01/2026
Issue date: 09/02/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.05
Implied volatility: 0.47
Historic volatility: 0.34
Parity: 1.05
Time value: 0.80
Break-even: 63.91
Moneyness: 1.23
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.77
Theta: -0.01
Omega: 2.33
Rho: 0.35
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.17%
1 Month
  -42.38%
3 Months
  -33.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.51
1M High / 1M Low: 3.28 1.20
6M High / 6M Low: 3.48 1.20
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.63%
Volatility 6M:   117.69%
Volatility 1Y:   -
Volatility 3Y:   -