BNP Paribas Call 55 WDC 17.01.2025
/ DE000PC4Y630
BNP Paribas Call 55 WDC 17.01.202.../ DE000PC4Y630 /
11/09/2024 21:50:28 |
Chg.+0.010 |
Bid21:59:12 |
Ask21:59:12 |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
+0.94% |
1.100 Bid Size: 26,700 |
1.110 Ask Size: 26,700 |
Western Digital Corp... |
55.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC4Y63 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
09/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.51 |
Historic volatility: |
0.34 |
Parity: |
0.71 |
Time value: |
0.38 |
Break-even: |
60.81 |
Moneyness: |
1.14 |
Premium: |
0.07 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
2.83% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
3.85 |
Rho: |
0.11 |
Quote data
Open: |
1.040 |
High: |
1.080 |
Low: |
0.940 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.73% |
1 Month |
|
|
+9.18% |
3 Months |
|
|
-54.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.940 |
1M High / 1M Low: |
1.310 |
0.940 |
6M High / 6M Low: |
2.670 |
0.810 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.808 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.03% |
Volatility 6M: |
|
126.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |