BNP Paribas Call 55 WDC 20.06.202.../  DE000PC4Y7E3  /

Frankfurt Zert./BNP
2024-07-10  9:50:24 PM Chg.+0.160 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
2.840EUR +5.97% 2.840
Bid Size: 10,500
2.860
Ask Size: 10,500
Western Digital Corp... 55.00 USD 2025-06-20 Call
 

Master data

WKN: PC4Y7E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.17
Implied volatility: 0.52
Historic volatility: 0.31
Parity: 2.17
Time value: 0.54
Break-even: 77.96
Moneyness: 1.43
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.74%
Delta: 0.85
Theta: -0.02
Omega: 2.27
Rho: 0.32
 

Quote data

Open: 2.700
High: 2.850
Low: 2.690
Previous Close: 2.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.98%
1 Month  
+7.98%
3 Months  
+20.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.680 2.590
1M High / 1M Low: 2.920 2.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.648
Avg. volume 1W:   0.000
Avg. price 1M:   2.666
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -