BNP Paribas Call 55 WDC 17.01.2025
/ DE000PC4Y630
BNP Paribas Call 55 WDC 17.01.202.../ DE000PC4Y630 /
| 7/11/2024 9:19:30 AM |
Chg.+0.13 |
Bid11:02:16 AM |
Ask11:02:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.58EUR |
+5.31% |
2.58
Bid Size: 11,600 |
2.60
Ask Size: 11,600 |
Western Digital Corp... |
55.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
2.33 |
| Time value: |
0.28 |
| Break-even: |
76.87 |
| Moneyness: |
1.46 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.52 |
| Rho: |
0.21 |
Quote data
| Open: |
2.58 |
| High: |
2.58 |
| Low: |
2.58 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
+8.86% |
| 3 Months |
|
|
+20.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.34 |
| 1M High / 1M Low: |
2.68 |
2.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
