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

EUWAX
8/15/2024  9:15:14 AM Chg.+0.02 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.62EUR +1.25% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 55.00 USD 1/16/2026 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: 1/16/2026
Issue date: 2/9/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.59
Implied volatility: 0.46
Historic volatility: 0.34
Parity: 0.59
Time value: 1.00
Break-even: 65.85
Moneyness: 1.12
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.72
Theta: -0.01
Omega: 2.52
Rho: 0.34
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.58%
1 Month
  -45.08%
3 Months
  -36.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.29
1M High / 1M Low: 2.95 1.01
6M High / 6M Low: 3.15 1.01
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.11%
Volatility 6M:   126.01%
Volatility 1Y:   -
Volatility 3Y:   -