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

EUWAX
8/2/2024  8:59:15 AM Chg.-0.34 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.43EUR -19.21% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 55.00 USD 12/19/2025 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: 12/19/2025
Issue date: 2/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.20
Implied volatility: 0.49
Historic volatility: 0.35
Parity: 0.20
Time value: 1.17
Break-even: 64.11
Moneyness: 1.04
Premium: 0.22
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.67
Theta: -0.01
Omega: 2.57
Rho: 0.30
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.50%
1 Month
  -49.65%
3 Months
  -38.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.12 1.43
1M High / 1M Low: 3.04 1.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -