BNP Paribas Call 55 WDC 16.01.2026
/ DE000PC4Y7S3
BNP Paribas Call 55 WDC 16.01.202.../ DE000PC4Y7S3 /
| 15/11/2024 09:14:08 |
Chg.-0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-1.25% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
55.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
09/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
0.74 |
| Time value: |
0.89 |
| Break-even: |
68.54 |
| Moneyness: |
1.14 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.88% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.31 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.47% |
| 1 Month |
|
|
-18.13% |
| 3 Months |
|
|
-9.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.58 |
| 1M High / 1M Low: |
2.29 |
1.58 |
| 6M High / 6M Low: |
3.15 |
1.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.06% |
| Volatility 6M: |
|
117.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
