BNP Paribas Call 55 WDC 16.01.202.../  DE000PC4Y7S3  /

Frankfurt Zert./BNP
2024-07-10  9:50:24 PM Chg.+0.160 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
3.070EUR +5.50% 3.080
Bid Size: 9,800
3.100
Ask Size: 9,800
Western Digital Corp... 55.00 USD 2026-01-16 Call
 

Master data

WKN: PC4Y7S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-09
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.17
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 2.17
Time value: 0.78
Break-even: 80.36
Moneyness: 1.43
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.68%
Delta: 0.84
Theta: -0.01
Omega: 2.06
Rho: 0.47
 

Quote data

Open: 2.930
High: 3.080
Low: 2.930
Previous Close: 2.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.97%
1 Month  
+6.97%
3 Months  
+18.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.920 2.830
1M High / 1M Low: 3.140 2.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.884
Avg. volume 1W:   0.000
Avg. price 1M:   2.900
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -