BNP Paribas Call 55 WDC 17.01.2025
/ DE000PC4Y630
BNP Paribas Call 55 WDC 17.01.202.../ DE000PC4Y630 /
| 06/08/2024 08:58:45 |
Chg.+0.300 |
Bid21:57:20 |
Ask21:57:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+49.18% |
0.850
Bid Size: 21,700 |
0.870
Ask Size: 21,700 |
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: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.35 |
| Parity: |
0.18 |
| Time value: |
0.43 |
| Break-even: |
56.33 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
-0.27 |
| Spread %: |
-30.68% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
5.40 |
| Rho: |
0.12 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.67% |
| 1 Month |
|
|
-62.40% |
| 3 Months |
|
|
-53.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
0.610 |
| 1M High / 1M Low: |
2.580 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
