BNP Paribas Call 50 WDC 17.01.2025
/ DE000PC4Y622
BNP Paribas Call 50 WDC 17.01.202.../ DE000PC4Y622 /
11/10/2024 15:47:37 |
Chg.-0.11 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.50EUR |
-6.83% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
50.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC4Y62 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
09/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.54 |
Historic volatility: |
0.35 |
Parity: |
1.36 |
Time value: |
0.17 |
Break-even: |
61.02 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
3.35 |
Rho: |
0.10 |
Quote data
Open: |
1.50 |
High: |
1.50 |
Low: |
1.50 |
Previous Close: |
1.61 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
+5.63% |
3 Months |
|
|
-45.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.66 |
1.50 |
1M High / 1M Low: |
1.96 |
1.48 |
6M High / 6M Low: |
3.08 |
0.72 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.32% |
Volatility 6M: |
|
149.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |