BNP Paribas Call 50 WDC 19.12.202.../  DE000PC4Y7K0  /

Frankfurt Zert./BNP
8/5/2024  5:50:31 PM Chg.-0.020 Bid8/5/2024 Ask- Underlying Strike price Expiration date Option type
1.530EUR -1.29% 1.540
Bid Size: 15,000
-
Ask Size: -
Western Digital Corp... 50.00 USD 12/19/2025 Call
 

Master data

WKN: PC4Y7K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/19/2025
Issue date: 2/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.66
Implied volatility: 0.50
Historic volatility: 0.35
Parity: 0.66
Time value: 0.94
Break-even: 61.83
Moneyness: 1.14
Premium: 0.18
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.73
Theta: -0.01
Omega: 2.39
Rho: 0.30
 

Quote data

Open: 1.280
High: 1.550
Low: 1.280
Previous Close: 1.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.60%
1 Month
  -50.96%
3 Months
  -42.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.310 1.550
1M High / 1M Low: 3.380 1.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.976
Avg. volume 1W:   0.000
Avg. price 1M:   2.670
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -