BNP Paribas Call 55 WDC 19.12.202.../  DE000PC4Y7L8  /

EUWAX
10/07/2024  09:16:22 Chg.-0.02 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
2.90EUR -0.68% -
Bid Size: -
-
Ask Size: -
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: 2.48
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.17
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 2.17
Time value: 0.75
Break-even: 80.06
Moneyness: 1.43
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.84
Theta: -0.01
Omega: 2.08
Rho: 0.46
 

Quote data

Open: 2.90
High: 2.90
Low: 2.90
Previous Close: 2.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.69%
1 Month  
+9.02%
3 Months  
+12.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 2.81
1M High / 1M Low: 3.13 2.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.87
Avg. volume 1W:   0.00
Avg. price 1M:   2.87
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -