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

EUWAX
28/06/2024  09:09:58 Chg.+0.24 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
3.19EUR +8.14% -
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: 2.25
Leverage: Yes

Calculated values

Fair value: 2.86
Intrinsic value: 2.49
Implied volatility: 0.51
Historic volatility: 0.32
Parity: 2.49
Time value: 0.69
Break-even: 78.49
Moneyness: 1.53
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.86
Theta: -0.01
Omega: 1.94
Rho: 0.46
 

Quote data

Open: 3.19
High: 3.19
Low: 3.19
Previous Close: 2.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.27%
1 Month  
+8.14%
3 Months  
+31.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.17 2.95
1M High / 1M Low: 3.48 2.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.09
Avg. volume 1W:   0.00
Avg. price 1M:   3.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -