BNP Paribas Call 55 WDC 20.12.2024
/ DE000PC4Y6Y3
BNP Paribas Call 55 WDC 20.12.202.../ DE000PC4Y6Y3 /
| 9/11/2024 9:50:28 PM |
Chg.0.000 |
Bid9:58:36 PM |
Ask9:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
0.00% |
1.040
Bid Size: 26,300 |
1.050
Ask Size: 26,300 |
Western Digital Corp... |
55.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC4Y6Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.34 |
| Parity: |
0.71 |
| Time value: |
0.32 |
| Break-even: |
60.21 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
4.12 |
| Rho: |
0.09 |
Quote data
| Open: |
0.980 |
| High: |
1.020 |
| Low: |
0.880 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.88% |
| 1 Month |
|
|
+8.60% |
| 3 Months |
|
|
-55.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.880 |
| 1M High / 1M Low: |
1.250 |
0.880 |
| 6M High / 6M Low: |
2.640 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.52% |
| Volatility 6M: |
|
132.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
