BNP Paribas Call 55 WDC 19.12.2025
/ DE000PC4Y7L8
BNP Paribas Call 55 WDC 19.12.202.../ DE000PC4Y7L8 /
| 14/10/2024 10:50:41 |
Chg.+0.030 |
Bid14/10/2024 |
Ask14/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+1.76% |
1.730
Bid Size: 14,600 |
1.750
Ask Size: 14,600 |
Western Digital Corp... |
55.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC4Y7L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.35 |
| Parity: |
0.90 |
| Time value: |
0.83 |
| Break-even: |
67.65 |
| Moneyness: |
1.18 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.55 |
| Rho: |
0.32 |
Quote data
| Open: |
1.720 |
| High: |
1.730 |
| Low: |
1.720 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.98% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-40.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.670 |
| 1M High / 1M Low: |
2.080 |
1.660 |
| 6M High / 6M Low: |
3.120 |
1.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.07% |
| Volatility 6M: |
|
92.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
