BNP Paribas Call 50 WDC 21.03.2025
/ DE000PC4Y671
BNP Paribas Call 50 WDC 21.03.202.../ DE000PC4Y671 /
| 11/15/2024 9:50:33 PM |
Chg.-0.040 |
Bid9:54:45 PM |
Ask9:54:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-2.72% |
1.440
Bid Size: 20,800 |
1.470
Ask Size: 20,800 |
Western Digital Corp... |
50.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PC4Y67 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.35 |
| Parity: |
1.22 |
| Time value: |
0.25 |
| Break-even: |
62.19 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
2.08% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.34 |
| Rho: |
0.12 |
Quote data
| Open: |
1.430 |
| High: |
1.460 |
| Low: |
1.390 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-20.99% |
| 3 Months |
|
|
-12.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.430 |
| 1M High / 1M Low: |
2.060 |
1.430 |
| 6M High / 6M Low: |
3.160 |
1.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.38% |
| Volatility 6M: |
|
110.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
